-21.6%
IP vs FRMI
-93.8%
+72.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.7% |
| 7D | -5.1% | -39.8% | +34.8% | -3.3% |
| 30D | +8.5% | -60.5% | +69.0% | +11.9% |
| 3M | -13.8% | -74.6% | +60.8% | -10.1% |
| 6M | +5.7% | -71.8% | +77.5% | +10.2% |
| YTD | -9.1% | -80.4% | +71.3% | -4.7% |
| 1Y | -0.8% | -93.9% | +93.1% | +0.8% |
| All | -21.6% | -93.8% | +72.1% | -20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling