+93.9%
FTV vs IRM
+405.5%
-311.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.5% |
| 7D | -4.5% | -0.5% | -4.0% | -4.4% |
| 30D | -7.1% | -8.1% | +1.0% | -4.5% |
| 3M | -7.2% | -9.7% | +2.5% | -4.3% |
| 6M | -1.5% | +10.0% | -11.5% | -5.7% |
| YTD | +3.5% | +43.0% | -39.5% | -10.3% |
| 1Y | +20.3% | +32.7% | -12.3% | +6.4% |
| 3Y | -3.1% | +102.7% | -105.8% | -29.2% |
| 5Y | +2.3% | +187.6% | -185.2% | -35.5% |
| 10Y | +76.3% | +420.1% | -343.8% | -15.0% |
| All | +93.9% | +405.5% | -311.6% | -7.0% |
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 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