+743.6%
FN vs IRM
+456.9%
+286.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.0% | +10.7% | +11.2% |
| 7D | 0.0% | -8.6% | +8.6% | +5.2% |
| 30D | -34.3% | -8.0% | -26.3% | -30.9% |
| 3M | -39.9% | -12.0% | -27.9% | -35.1% |
| 6M | -51.8% | -18.2% | -33.7% | -46.0% |
| YTD | -28.1% | +31.4% | -59.5% | -35.2% |
| 1Y | -29.1% | +9.2% | -38.2% | -30.4% |
| 3Y | +102.4% | +94.6% | +7.9% | +53.9% |
| 5Y | +171.7% | +170.2% | +1.5% | +79.2% |
| All | +743.6% | +456.9% | +286.6% | +298.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling