+214.4%
IRM vs FGI
-70.4%
+284.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.5% | -5.9% | +1.5% |
| 7D | -0.5% | +0.5% | -1.0% | -0.5% |
| 30D | -8.1% | +65.4% | -73.5% | -9.7% |
| 3M | -9.7% | +23.5% | -33.2% | -10.9% |
| 6M | +10.0% | +60.5% | -50.5% | +7.3% |
| YTD | +43.0% | +30.0% | +13.0% | +39.9% |
| 1Y | +32.7% | +82.1% | -49.4% | +28.1% |
| 3Y | +102.7% | -4.4% | +107.1% | +97.1% |
| All | +214.4% | -70.4% | +284.7% | +209.9% |
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