-83.1%
FRMI vs IRM
+16.1%
-99.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | 0.0% | -0.2% |
| 7D | +7.4% | -1.4% | +8.9% | +9.1% |
| 30D | -27.6% | -7.4% | -20.2% | -21.4% |
| 3M | -20.9% | -7.4% | -13.5% | -13.1% |
| 6M | -36.6% | +8.7% | -45.3% | -43.4% |
| YTD | -31.3% | +40.9% | -72.2% | -55.3% |
| All | -83.1% | +16.1% | -99.2% | -87.6% |
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