-52.0%
FIG vs IRM
+20.8%
-72.8%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +3.1% |
| 7D | +3.4% | +6.8% | -3.4% | +1.0% |
| 30D | -9.5% | +2.6% | -12.1% | -9.2% |
| 3M | -26.2% | -9.5% | -16.7% | -23.9% |
| 6M | +2.7% | -8.5% | +11.2% | +5.4% |
| YTD | -48.0% | +40.3% | -88.2% | -58.0% |
| 1Y | -52.0% | +28.7% | -80.7% | -58.3% |
| All | -52.0% | +20.8% | -72.8% | -58.3% |
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