+7,340.3%
IRM vs FDS
+10,266.7%
-2,926.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.2% | 0.0% |
| 7D | -5.1% | -2.0% | -3.1% | -4.7% |
| 30D | -3.3% | +13.5% | -16.8% | -6.2% |
| 3M | -8.2% | +15.2% | -23.3% | -11.8% |
| 6M | -12.8% | +47.0% | -59.8% | -21.9% |
| YTD | +36.6% | +13.9% | +22.7% | +28.6% |
| 1Y | +11.9% | +25.2% | -13.3% | +2.7% |
| 3Y | +105.1% | -25.3% | +130.5% | +111.5% |
| 5Y | +182.4% | -23.3% | +205.7% | +188.7% |
| 10Y | +505.1% | +126.0% | +379.1% | +379.2% |
| All | +7,340.3% | +10,266.7% | -2,926.4% | +3,610.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling