+2,625.3%
FN vs IRM
+1,138.6%
+1,486.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -11.1% | -3.2% | -8.9% |
| 7D | -16.0% | -10.9% | -5.1% | -10.7% |
| 30D | -40.1% | -9.4% | -30.7% | -36.8% |
| 3M | -43.9% | -16.4% | -27.5% | -38.3% |
| 6M | -55.6% | -18.7% | -36.9% | -50.4% |
| YTD | -35.7% | +30.1% | -65.8% | -41.6% |
| 1Y | -39.8% | +8.5% | -48.4% | -40.8% |
| 3Y | +80.3% | +88.0% | -7.8% | +39.2% |
| 5Y | +143.3% | +167.6% | -24.3% | +60.3% |
| 10Y | +682.3% | +458.9% | +223.4% | +258.6% |
| All | +2,625.3% | +1,138.6% | +1,486.7% | +637.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling