+291.9%
FTI vs IRM
+430.1%
-138.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.9% | -2.0% |
| 7D | -5.6% | -1.8% | -3.8% | -4.8% |
| 30D | +0.4% | -7.8% | +8.2% | +4.0% |
| 3M | +8.1% | -7.9% | +16.0% | +11.4% |
| 6M | +16.7% | +6.3% | +10.4% | +11.4% |
| YTD | +70.0% | +38.2% | +31.8% | +42.5% |
| 1Y | +85.4% | +19.8% | +65.6% | +64.8% |
| 3Y | +265.9% | +98.8% | +167.2% | +141.0% |
| 5Y | +1,072.7% | +191.8% | +881.0% | +513.7% |
| All | +291.9% | +430.1% | -138.2% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling