+81.3%
FN vs IRM
+88.2%
-6.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -11.1% | -3.2% | -5.8% |
| 7D | -16.0% | -10.9% | -5.1% | -7.8% |
| 30D | -40.1% | -9.4% | -30.7% | -34.9% |
| 3M | -43.9% | -16.4% | -27.5% | -35.3% |
| 6M | -55.6% | -18.7% | -36.9% | -47.6% |
| YTD | -35.7% | +30.1% | -65.8% | -43.9% |
| 1Y | -39.8% | +8.5% | -48.4% | -41.6% |
| All | +81.3% | +88.2% | -6.9% | +12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling