+173.3%
IRM vs FDS
-22.8%
+196.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.7% | +4.7% | +1.7% |
| 7D | -8.6% | -0.5% | -8.1% | -8.6% |
| 30D | -8.0% | +20.2% | -28.2% | -11.7% |
| 3M | -12.0% | +19.9% | -31.8% | -16.0% |
| 6M | -18.2% | +56.2% | -74.3% | -28.9% |
| YTD | +31.4% | +14.6% | +16.8% | +26.9% |
| 1Y | +9.2% | +31.6% | -22.4% | -1.3% |
| 3Y | +94.6% | -23.8% | +118.4% | +121.1% |
| All | +173.3% | -22.8% | +196.1% | +208.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling