+17.4%
IJH vs FRMI
-93.1%
+110.5%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -10.6% | +11.2% | +1.0% |
| 7D | +1.7% | -39.7% | +41.4% | +3.6% |
| 30D | +1.2% | -55.2% | +56.4% | +4.2% |
| 3M | -3.4% | -71.2% | +67.7% | +0.8% |
| 6M | +3.7% | -64.1% | +67.8% | +6.5% |
| YTD | +13.9% | -77.2% | +91.2% | +18.5% |
| 1Y | +17.4% | -93.2% | +110.6% | +27.9% |
| All | +17.4% | -93.1% | +110.5% | +27.9% |
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