-29.1%
FN vs IRM
+10.1%
-39.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.0% | +10.7% | +10.7% |
| 7D | 0.0% | -8.6% | +8.6% | +10.3% |
| 30D | -34.3% | -8.0% | -26.3% | -27.8% |
| 3M | -39.9% | -12.0% | -27.9% | -30.4% |
| 6M | -51.8% | -18.2% | -33.7% | -40.5% |
| YTD | -28.1% | +31.4% | -59.5% | -43.9% |
| 1Y | -29.1% | +9.2% | -38.2% | -34.0% |
| All | -29.1% | +10.1% | -39.1% | -34.0% |
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