-82.4%
FRMI vs IRM
+17.0%
-99.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -0.7% | +12.2% | +12.3% |
| 7D | +23.3% | +1.6% | +21.7% | +20.9% |
| 30D | -7.6% | -4.2% | -3.4% | -3.4% |
| 3M | +0.2% | -5.4% | +5.5% | +6.6% |
| 6M | -28.7% | +12.0% | -40.7% | -38.8% |
| YTD | -28.6% | +42.0% | -70.7% | -54.0% |
| All | -82.4% | +17.0% | -99.4% | -87.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling