-83.1%
FRMI vs IVZ
+45.7%
-128.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.3% |
| 7D | +7.4% | -2.4% | +9.8% | +9.1% |
| 30D | -27.6% | +3.0% | -30.7% | -29.6% |
| 3M | -20.9% | +14.9% | -35.7% | -29.8% |
| 6M | -36.6% | +36.7% | -73.3% | -51.8% |
| YTD | -31.3% | +25.7% | -56.9% | -44.0% |
| All | -83.1% | +45.7% | -128.8% | -86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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