+18.7%
IRM vs FDS
+31.1%
-12.4%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.2% | +1.9% |
| 7D | +2.6% | +9.4% | -6.9% | +3.1% |
| 30D | +5.6% | +23.8% | -18.1% | +6.8% |
| 3M | -4.7% | +25.1% | -29.9% | -3.5% |
| 6M | -6.1% | +53.8% | -59.9% | -4.7% |
| YTD | +46.3% | +19.6% | +26.8% | +51.2% |
| 1Y | +18.7% | +31.6% | -12.9% | +21.4% |
| All | +18.7% | +31.1% | -12.4% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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