+188.8%
IRM vs FGI
-70.6%
+259.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.7% | +1.0% |
| 7D | -8.6% | -7.0% | -1.7% | -8.5% |
| 30D | -8.0% | -4.2% | -3.7% | -7.9% |
| 3M | -12.0% | +55.6% | -67.6% | -13.5% |
| 6M | -18.2% | -3.2% | -15.0% | -19.1% |
| YTD | +31.4% | +29.1% | +2.2% | +28.4% |
| 1Y | +9.2% | +51.0% | -41.8% | +6.3% |
| 3Y | +94.6% | +1.5% | +93.1% | +88.6% |
| All | +188.8% | -70.6% | +259.3% | +184.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling