+206.9%
FN vs IRM
+185.3%
+21.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +4.1% | +7.8% | +9.2% |
| 7D | +16.3% | -3.8% | +20.0% | +20.1% |
| 30D | -24.7% | -3.2% | -21.6% | -22.3% |
| 3M | -34.9% | -7.8% | -27.1% | -30.4% |
| 6M | -41.1% | -12.7% | -28.4% | -34.9% |
| YTD | -19.6% | +36.7% | -56.3% | -30.9% |
| 1Y | -18.5% | +10.0% | -28.6% | -21.2% |
| 3Y | +119.1% | +107.2% | +11.9% | +49.1% |
| 5Y | +206.9% | +181.6% | +25.4% | +79.7% |
| All | +206.9% | +185.3% | +21.6% | +79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling