-10.2%
IP vs FRMI
-45.9%
+35.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.3% | -3.2% | +1.9% |
| 7D | -5.3% | +2.4% | -7.7% | -5.4% |
| 30D | -10.9% | -17.3% | +6.4% | -10.3% |
| 3M | +11.2% | -17.2% | +28.3% | +11.9% |
| 6M | -10.2% | -43.4% | +33.1% | -5.2% |
| All | -10.2% | -45.9% | +35.7% | -5.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling