-93.2%
FRMI vs IBN
+4.2%
-97.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +3.8% | -14.3% | -13.4% |
| 7D | -39.7% | +8.9% | -48.7% | -44.5% |
| 30D | -55.2% | +12.6% | -67.8% | -60.1% |
| 3M | -71.2% | +3.1% | -74.2% | -72.1% |
| 6M | -64.1% | +20.6% | -84.7% | -69.7% |
| YTD | -77.2% | +5.8% | -83.0% | -79.5% |
| 1Y | -93.2% | +3.7% | -96.8% | -94.1% |
| All | -93.2% | +4.2% | -97.4% | -94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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