-93.2%
FRMI vs IT
-17.9%
-75.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +1.5% | -12.0% | -10.1% |
| 7D | -39.7% | -5.5% | -34.3% | -40.6% |
| 30D | -55.2% | +10.3% | -65.5% | -53.0% |
| 3M | -71.2% | +11.5% | -82.7% | -69.1% |
| 6M | -64.1% | +40.3% | -104.4% | -57.2% |
| YTD | -77.2% | -17.9% | -59.4% | -81.0% |
| 1Y | -93.2% | -8.8% | -84.4% | -93.5% |
| All | -93.2% | -17.9% | -75.3% | -93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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