+101.8%
IRM vs FLR
+56.0%
+45.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.4% | -0.1% |
| 7D | +3.0% | -3.1% | +6.1% | +3.7% |
| 30D | -5.2% | +4.9% | -10.2% | -6.3% |
| 3M | -8.0% | +10.8% | -18.8% | -10.8% |
| 6M | +9.2% | +19.7% | -10.5% | +3.3% |
| YTD | +41.0% | +38.4% | +2.6% | +28.3% |
| 1Y | +23.3% | +34.7% | -11.4% | +12.5% |
| All | +101.8% | +56.0% | +45.8% | +59.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling