-57.4%
FIG vs IRM
+12.7%
-70.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.2% |
| 7D | -14.3% | -5.3% | -9.0% | -12.1% |
| 30D | -13.6% | -2.3% | -11.3% | -12.2% |
| 3M | -23.7% | -7.4% | -16.3% | -21.4% |
| 6M | -5.4% | -12.2% | +6.8% | -0.8% |
| YTD | -49.2% | +38.6% | -87.9% | -59.9% |
| 1Y | -57.4% | +14.9% | -72.2% | -59.3% |
| All | -57.4% | +12.7% | -70.1% | -59.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling