+12.5%
FN vs IRM
+34.4%
-21.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.5% | +1.7% |
| 7D | -1.7% | -0.5% | -1.2% | -1.3% |
| 30D | -22.0% | -8.1% | -13.9% | -15.9% |
| 3M | -43.0% | -9.7% | -33.3% | -37.6% |
| 6M | -27.7% | +10.0% | -37.7% | -32.5% |
| YTD | -10.5% | +43.0% | -53.5% | -29.9% |
| 1Y | +12.5% | +32.7% | -20.2% | -8.2% |
| All | +12.5% | +34.4% | -21.9% | -8.2% |
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