+104.4%
IRM vs FDS
-30.4%
+134.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | -0.3% |
| 7D | +1.6% | -5.4% | +7.0% | +2.1% |
| 30D | -4.2% | +1.6% | -5.8% | -4.4% |
| 3M | -5.4% | +17.7% | -23.1% | -7.4% |
| 6M | +12.0% | +29.1% | -17.0% | +7.3% |
| YTD | +42.0% | +1.0% | +41.1% | +44.3% |
| 1Y | +29.9% | -21.6% | +51.5% | +42.6% |
| 3Y | +104.4% | -30.1% | +134.5% | +125.6% |
| All | +104.4% | -30.4% | +134.8% | +125.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling