-93.2%
FRMI vs IRM
+19.5%
-112.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +1.7% | -12.3% | -12.7% |
| 7D | -39.7% | +2.6% | -42.3% | -41.8% |
| 30D | -55.2% | +5.6% | -60.8% | -58.0% |
| 3M | -71.2% | -4.7% | -66.4% | -69.4% |
| 6M | -64.1% | -6.1% | -58.0% | -60.8% |
| YTD | -77.2% | +46.3% | -123.6% | -87.6% |
| 1Y | -93.2% | +18.7% | -111.9% | -95.1% |
| All | -93.2% | +19.5% | -112.6% | -95.1% |
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