-22.6%
FPS vs IRM
+35.0%
-57.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +1.7% | -19.0% | -19.4% |
| 7D | -23.3% | +2.6% | -25.9% | -25.9% |
| 30D | -42.4% | +5.6% | -48.1% | -45.5% |
| 3M | -43.0% | -4.7% | -38.3% | -39.5% |
| 6M | -44.5% | -6.1% | -38.4% | -39.7% |
| All | -22.6% | +35.0% | -57.7% | -44.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling