+131.1%
FTV vs IRM
+399.5%
-268.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.7% |
| 7D | +3.7% | +8.6% | -4.9% | +0.8% |
| 30D | +16.8% | 0.0% | +16.9% | +16.6% |
| 3M | +10.4% | -7.1% | +17.5% | +12.7% |
| 6M | +12.8% | -7.9% | +20.7% | +15.2% |
| YTD | +23.3% | +41.3% | -18.0% | +6.9% |
| 1Y | +31.0% | +20.7% | +10.2% | +19.9% |
| 3Y | +38.6% | +112.2% | -73.6% | -0.8% |
| 5Y | +17.6% | +191.2% | -173.7% | -26.3% |
| 10Y | +110.0% | +524.3% | -414.3% | -2.5% |
| All | +131.1% | +399.5% | -268.4% | +11.0% |
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