-27.7%
FN vs IRM
+10.1%
-37.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.5% | +1.5% |
| 7D | -1.7% | -0.5% | -1.2% | -1.2% |
| 30D | -22.0% | -8.1% | -13.9% | -14.6% |
| 3M | -43.0% | -9.7% | -33.3% | -36.6% |
| 6M | -27.7% | +10.0% | -37.7% | -36.4% |
| All | -27.7% | +10.1% | -37.8% | -36.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling