+2.0%
IBKR vs FRMI
-94.4%
+96.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -15.9% | +9.3% | -4.4% |
| 7D | -11.1% | -46.5% | +35.4% | -3.6% |
| 30D | -19.7% | -63.8% | +44.1% | -8.9% |
| 3M | -18.0% | -75.3% | +57.3% | -3.1% |
| 6M | -13.2% | -69.0% | +55.9% | -2.8% |
| YTD | +13.4% | -80.9% | +94.3% | +32.2% |
| 1Y | +2.0% | -94.2% | +96.2% | +40.5% |
| All | +2.0% | -94.4% | +96.4% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling