+7,688.1%
IRM vs FDS
+9,502.8%
-1,814.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.5% | +5.1% | +2.4% |
| 7D | -0.5% | -1.9% | +1.4% | -0.1% |
| 30D | -8.1% | +9.0% | -17.1% | -10.1% |
| 3M | -9.7% | +18.9% | -28.5% | -14.1% |
| 6M | +10.0% | +35.1% | -25.1% | +0.5% |
| YTD | +43.0% | +5.5% | +37.5% | +37.8% |
| 1Y | +32.7% | -16.8% | +49.5% | +34.6% |
| 3Y | +102.7% | -28.1% | +130.8% | +111.9% |
| 5Y | +187.6% | -17.4% | +205.0% | +190.7% |
| 10Y | +420.1% | +85.4% | +334.7% | +332.1% |
| All | +7,688.1% | +9,502.8% | -1,814.7% | +3,875.9% |
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