-18.7%
IRM vs FGI
+1.9%
-20.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | 0.0% | -11.1% | -11.1% |
| 7D | -10.9% | -11.6% | +0.7% | -10.7% |
| 30D | -9.4% | -3.3% | -6.2% | -9.4% |
| 3M | -16.4% | +65.6% | -81.9% | -18.3% |
| 6M | -18.7% | -2.8% | -15.9% | -17.9% |
| All | -18.7% | +1.9% | -20.6% | -17.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling