-84.3%
FRMI vs IT
-28.8%
-55.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -4.6% | +10.0% | +3.6% |
| 7D | +2.4% | -6.0% | +8.4% | 0.0% |
| 30D | -17.3% | 0.0% | -17.3% | -16.7% |
| 3M | -17.2% | +13.1% | -30.2% | -10.4% |
| 6M | -43.4% | +11.7% | -55.1% | -37.7% |
| YTD | -36.0% | -26.1% | -9.9% | -48.4% |
| All | -84.3% | -28.8% | -55.4% | -86.7% |
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