-22.3%
IP vs FRMI
-93.9%
+71.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -15.9% | +12.0% | -3.3% |
| 7D | -5.0% | -46.5% | +41.5% | -2.8% |
| 30D | +6.5% | -63.8% | +70.4% | +10.2% |
| 3M | -18.0% | -75.3% | +57.2% | -14.4% |
| 6M | +10.3% | -69.0% | +79.3% | +14.8% |
| YTD | -9.9% | -80.9% | +71.0% | -5.4% |
| 1Y | -1.1% | -94.2% | +93.2% | +0.6% |
| All | -22.3% | -93.9% | +71.6% | -21.2% |
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