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  • FIX vs IRM✓SelectedUSD · IRMFIX vs IRM performance historyLatest closeAs of+1.91%09/04
Stock and ETF performance explorer

FIX vs IRM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+12,471.5%
IRM return
+5,491.4%
Excess return
+6,980.0%
Maximum drawdown
-93.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioIRMExcessAlpha
1D+1.9%+1.6%+0.3%+1.3%
7D+6.0%-0.5%+6.5%+6.2%
30D-7.2%-8.1%+0.8%-4.1%
3M-15.9%-9.7%-6.2%-12.4%
6M+12.7%+10.0%+2.7%+9.2%
YTD+72.8%+43.0%+29.8%+51.4%
1Y+122.9%+32.7%+90.2%+100.6%
3Y+774.3%+102.7%+671.6%+582.0%
5Y+2,049.5%+187.6%+1,861.9%+1,374.5%
10Y+5,821.5%+420.1%+5,401.3%+3,174.9%
All+12,471.5%+5,491.4%+6,980.0%+4,393.4%

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