+111.8%
IRM vs FGI
-16.0%
+127.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -25.2% | +24.5% | -0.3% |
| 7D | +6.8% | -14.4% | +21.2% | +7.0% |
| 30D | +2.6% | -11.8% | +14.4% | +2.7% |
| 3M | -9.5% | -46.2% | +36.8% | -8.8% |
| 6M | -8.5% | +5.2% | -13.7% | -9.6% |
| YTD | +40.3% | +10.5% | +29.7% | +37.9% |
| 1Y | +28.7% | +25.5% | +3.2% | +26.2% |
| 3Y | +111.8% | -16.0% | +127.8% | +111.1% |
| All | +111.8% | -16.0% | +127.8% | +111.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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