+108.6%
FTV vs IRM
+520.0%
-411.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.4% |
| 7D | +3.9% | +6.8% | -2.9% | +1.6% |
| 30D | +18.7% | +2.6% | +16.1% | +17.4% |
| 3M | +10.0% | -9.5% | +19.5% | +13.4% |
| 6M | +14.6% | -8.5% | +23.0% | +17.2% |
| YTD | +23.4% | +40.3% | -16.8% | +7.1% |
| 1Y | +31.3% | +28.7% | +2.6% | +17.3% |
| 3Y | +39.8% | +111.8% | -72.0% | -0.6% |
| 5Y | +17.7% | +189.1% | -171.4% | -26.9% |
| All | +108.6% | +520.0% | -411.4% | -4.0% |
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