-5.5%
IP vs FRMI
-92.4%
+86.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +17.5% | -18.9% | -2.2% |
| 7D | -2.8% | -0.5% | -2.2% | -2.9% |
| 30D | +9.2% | -44.3% | +53.5% | +11.9% |
| 3M | -16.1% | -74.6% | +58.4% | -11.2% |
| 6M | +9.6% | -66.3% | +75.9% | +14.5% |
| YTD | -8.8% | -77.4% | +68.6% | -3.7% |
| 1Y | -5.5% | -91.7% | +86.2% | 0.0% |
| All | -5.5% | -92.4% | +86.9% | 0.0% |
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