+2,159.9%
FTI vs IRM
+2,517.8%
-357.9%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -1.0% |
| 7D | +5.3% | -0.5% | +5.7% | +5.4% |
| 30D | +15.3% | -8.1% | +23.4% | +19.3% |
| 3M | +15.8% | -9.7% | +25.4% | +20.0% |
| 6M | +22.6% | +10.0% | +12.6% | +15.8% |
| YTD | +79.5% | +43.0% | +36.5% | +50.7% |
| 1Y | +102.0% | +32.7% | +69.3% | +73.4% |
| 3Y | +315.8% | +102.7% | +213.1% | +187.7% |
| 5Y | +1,129.5% | +187.6% | +941.9% | +613.5% |
| 10Y | +320.9% | +420.1% | -99.2% | +83.0% |
| All | +2,159.9% | +2,517.8% | -357.9% | +353.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling