+423.6%
IRM vs FLR
+18.3%
+405.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.7% |
| 7D | -1.8% | -6.9% | +5.1% | -0.9% |
| 30D | -7.8% | +1.1% | -8.9% | -7.9% |
| 3M | -7.9% | +14.3% | -22.2% | -9.8% |
| 6M | +6.3% | +19.1% | -12.8% | +3.2% |
| YTD | +38.2% | +35.1% | +3.0% | +31.8% |
| 1Y | +19.8% | +29.5% | -9.6% | +14.7% |
| 3Y | +98.8% | +53.0% | +45.8% | +83.5% |
| 5Y | +191.8% | +238.9% | -47.2% | +147.3% |
| All | +423.6% | +18.3% | +405.3% | +364.6% |
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