-79.1%
FIG vs IRM
+23.6%
-102.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.6% | -6.0% | -4.8% |
| 7D | -16.3% | -0.5% | -15.8% | -16.2% |
| 30D | -14.3% | -8.1% | -6.2% | -12.4% |
| 3M | +7.2% | -9.7% | +16.8% | +9.9% |
| 6M | -18.6% | +10.0% | -28.6% | -23.2% |
| YTD | -35.5% | +43.0% | -78.5% | -44.4% |
| 1Y | -55.8% | +32.7% | -88.5% | -57.1% |
| All | -79.1% | +23.6% | -102.7% | -80.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling