-82.4%
FRMI vs IVZ
+46.0%
-128.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -2.2% | +13.7% | +13.1% |
| 7D | +23.3% | +1.1% | +22.2% | +22.0% |
| 30D | -7.6% | +3.1% | -10.7% | -10.4% |
| 3M | +0.2% | +18.2% | -18.0% | -13.6% |
| 6M | -28.7% | +38.6% | -67.3% | -46.5% |
| YTD | -28.6% | +25.9% | -54.5% | -42.0% |
| All | -82.4% | +46.0% | -128.4% | -85.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling