-83.4%
FRMI vs IFF
+39.5%
-122.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.5% |
| 7D | +10.9% | -2.8% | +13.7% | +11.1% |
| 30D | -24.3% | -1.1% | -23.2% | -24.3% |
| 3M | -21.8% | +13.8% | -35.6% | -23.1% |
| 6M | -33.0% | +16.7% | -49.7% | -34.3% |
| YTD | -32.6% | +26.1% | -58.7% | -31.4% |
| All | -83.4% | +39.5% | -122.9% | -80.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling