-83.1%
FRMI vs IT
-31.4%
-51.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.3% | -3.2% | +4.1% |
| 7D | +7.4% | -3.7% | +11.1% | +6.1% |
| 30D | -27.6% | +0.1% | -27.7% | -27.2% |
| 3M | -20.9% | +20.7% | -41.5% | -12.5% |
| 6M | -36.6% | +12.0% | -48.6% | -30.3% |
| YTD | -31.3% | -28.8% | -2.4% | -45.3% |
| All | -83.1% | -31.4% | -51.7% | -85.9% |
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