-83.6%
FIG vs IRM
+19.9%
-103.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.3% |
| 7D | -14.3% | -5.3% | -9.0% | -12.4% |
| 30D | -13.6% | -2.3% | -11.3% | -12.4% |
| 3M | -23.7% | -7.4% | -16.3% | -21.8% |
| 6M | -5.4% | -12.2% | +6.8% | -1.6% |
| YTD | -49.2% | +38.6% | -87.9% | -55.6% |
| 1Y | -57.4% | +14.9% | -72.2% | -61.3% |
| All | -83.6% | +19.9% | -103.4% | -84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling