-83.4%
FRMI vs IVZ
+44.1%
-127.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.2% |
| 7D | +10.9% | -2.4% | +13.3% | +12.6% |
| 30D | -24.3% | +2.5% | -26.8% | -26.1% |
| 3M | -21.8% | +17.1% | -38.8% | -31.8% |
| 6M | -33.0% | +35.1% | -68.2% | -48.6% |
| YTD | -32.6% | +24.3% | -56.9% | -44.7% |
| All | -83.4% | +44.1% | -127.5% | -86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling