+109.4%
IRM vs FLR
+40.2%
+69.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | -5.3% | +6.3% | -11.6% | -6.5% |
| 30D | -2.3% | +1.8% | -4.2% | -2.7% |
| 3M | -7.4% | -4.4% | -3.0% | -6.8% |
| 6M | -12.2% | +15.9% | -28.1% | -15.8% |
| YTD | +38.6% | +27.7% | +10.9% | +28.6% |
| 1Y | +14.9% | +11.6% | +3.3% | +10.0% |
| All | +109.4% | +40.2% | +69.1% | +71.6% |
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 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