+443.7%
IRM vs FDS
+78.9%
+364.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | +0.6% |
| 7D | +1.6% | -5.4% | +7.0% | +3.2% |
| 30D | -4.2% | +1.6% | -5.8% | -4.9% |
| 3M | -5.4% | +17.7% | -23.1% | -11.3% |
| 6M | +12.0% | +29.1% | -17.0% | +0.2% |
| YTD | +42.0% | +1.0% | +41.1% | +38.1% |
| 1Y | +29.9% | -21.6% | +51.5% | +38.3% |
| 3Y | +104.4% | -30.1% | +134.5% | +125.2% |
| 5Y | +191.0% | -20.7% | +211.8% | +203.5% |
| All | +443.7% | +78.9% | +364.7% | +322.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling