+517.3%
IRM vs FLR
+7.4%
+509.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.6% |
| 7D | +6.8% | +5.4% | +1.4% | +6.0% |
| 30D | +2.6% | +2.8% | -0.2% | +2.3% |
| 3M | -9.5% | -6.4% | -3.1% | -8.7% |
| 6M | -8.5% | +8.8% | -17.3% | -9.9% |
| YTD | +40.3% | +23.6% | +16.7% | +35.2% |
| 1Y | +28.7% | +13.8% | +14.9% | +25.4% |
| 3Y | +111.8% | +36.5% | +75.4% | +98.1% |
| 5Y | +189.1% | +119.3% | +69.8% | +155.1% |
| All | +517.3% | +7.4% | +509.9% | +469.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling