+14.8%
IJH vs FRMI
-78.1%
+92.9%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.3% | +0.7% |
| 7D | -1.9% | +7.4% | -9.3% | -2.1% |
| 30D | -4.6% | -27.6% | +23.0% | -3.8% |
| 3M | -1.2% | -20.9% | +19.7% | -1.0% |
| 6M | +9.4% | -36.6% | +46.0% | +9.8% |
| YTD | +13.3% | -31.3% | +44.6% | +13.4% |
| All | +14.8% | -78.1% | +92.9% | +14.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling