-93.2%
FRMI vs IFF
+44.8%
-138.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -4.9% | -5.7% | -10.0% |
| 7D | -39.7% | -3.3% | -36.4% | -39.4% |
| 30D | -55.2% | +5.3% | -60.5% | -55.6% |
| 3M | -71.2% | +8.9% | -80.1% | -71.6% |
| 6M | -64.1% | +26.3% | -90.4% | -65.6% |
| YTD | -77.2% | +32.2% | -109.4% | -77.8% |
| 1Y | -93.2% | +45.8% | -138.9% | -92.6% |
| All | -93.2% | +44.8% | -138.0% | -92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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