-80.3%
FIG vs IRM
+22.8%
-103.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.7% | -5.0% | -5.5% |
| 7D | -16.4% | +1.6% | -18.0% | -16.7% |
| 30D | -2.3% | -4.2% | +1.9% | -1.4% |
| 3M | +7.8% | -5.4% | +13.2% | +9.1% |
| 6M | -21.8% | +12.0% | -33.9% | -26.7% |
| YTD | -39.1% | +42.0% | -81.2% | -47.4% |
| 1Y | -56.6% | +29.9% | -86.5% | -58.6% |
| All | -80.3% | +22.8% | -103.1% | -82.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling