-2.0%
FTV vs IRM
+101.2%
-103.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -0.4% | +1.6% | -2.0% | -0.8% |
| 30D | -8.3% | -4.2% | -4.1% | -7.4% |
| 3M | -7.4% | -5.4% | -2.0% | -6.3% |
| 6M | -1.2% | +12.0% | -13.2% | -5.0% |
| YTD | +2.7% | +42.0% | -39.4% | -8.4% |
| 1Y | +18.4% | +29.9% | -11.4% | +7.7% |
| 3Y | -2.0% | +104.4% | -106.4% | -33.3% |
| All | -2.0% | +101.2% | -103.3% | -33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling