+102.4%
FN vs IRM
+90.1%
+12.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.0% | +10.7% | +10.9% |
| 7D | 0.0% | -8.6% | +8.6% | +7.7% |
| 30D | -34.3% | -8.0% | -26.3% | -29.4% |
| 3M | -39.9% | -12.0% | -27.9% | -32.9% |
| 6M | -51.8% | -18.2% | -33.7% | -43.4% |
| YTD | -28.1% | +31.4% | -59.5% | -37.8% |
| 1Y | -29.1% | +9.2% | -38.2% | -31.4% |
| 3Y | +102.4% | +94.6% | +7.9% | +25.2% |
| All | +102.4% | +90.1% | +12.4% | +25.2% |
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 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