-19.4%
IP vs FRMI
-93.4%
+74.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.7% | -2.8% | +2.7% |
| 7D | -3.0% | -24.7% | +21.7% | -2.0% |
| 30D | +10.6% | -51.6% | +62.2% | +13.3% |
| 3M | -13.6% | -73.1% | +59.6% | -10.0% |
| 6M | +10.4% | -68.3% | +78.7% | +14.7% |
| YTD | -6.5% | -79.3% | +72.8% | -2.2% |
| 1Y | -2.1% | -93.2% | +91.1% | -0.6% |
| All | -19.4% | -93.4% | +74.0% | -18.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling