+439.6%
IRM vs FDS
+72.8%
+366.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | +0.3% |
| 7D | +3.0% | -8.8% | +11.8% | +5.8% |
| 30D | -5.2% | -1.4% | -3.8% | -5.2% |
| 3M | -8.0% | +13.9% | -21.9% | -13.0% |
| 6M | +9.2% | +27.4% | -18.2% | -2.2% |
| YTD | +41.0% | -2.5% | +43.5% | +38.5% |
| 1Y | +23.3% | -23.8% | +47.0% | +32.3% |
| 3Y | +102.8% | -32.5% | +135.3% | +125.8% |
| 5Y | +192.8% | -23.2% | +216.0% | +208.0% |
| 10Y | +439.6% | +76.4% | +363.2% | +323.7% |
| All | +439.6% | +72.8% | +366.8% | +323.7% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling