-23.6%
FPS vs IRM
+30.4%
-54.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | +1.9% | -11.8% | -12.4% |
| 7D | +21.6% | +8.6% | +13.0% | +9.5% |
| 30D | -38.8% | 0.0% | -38.7% | -37.3% |
| 3M | -42.1% | -7.1% | -35.0% | -35.5% |
| 6M | -48.5% | -7.9% | -40.6% | -41.8% |
| All | -23.6% | +30.4% | -54.0% | -41.5% |
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