+693.0%
FN vs IRM
+520.0%
+173.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.7% | -6.6% | -6.9% |
| 7D | +0.3% | +6.8% | -6.5% | -3.0% |
| 30D | -16.5% | +2.6% | -19.1% | -16.9% |
| 3M | -42.1% | -9.5% | -32.6% | -38.4% |
| 6M | -52.9% | -8.5% | -44.4% | -50.0% |
| YTD | -28.0% | +40.3% | -68.2% | -37.1% |
| 1Y | -18.5% | +28.7% | -47.2% | -25.9% |
| 3Y | +93.9% | +111.8% | -18.0% | +41.7% |
| 5Y | +170.5% | +189.1% | -18.6% | +72.8% |
| All | +693.0% | +520.0% | +173.0% | +261.4% |
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