+3,314.0%
IRM vs FLR
+603.8%
+2,710.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +4.0% | +2.1% |
| 7D | -0.5% | +5.4% | -5.9% | -1.4% |
| 30D | -8.1% | +11.4% | -19.5% | -10.3% |
| 3M | -9.7% | +11.4% | -21.1% | -12.0% |
| 6M | +10.0% | +16.6% | -6.6% | +5.7% |
| YTD | +43.0% | +41.7% | +1.3% | +32.2% |
| 1Y | +32.7% | +35.4% | -2.7% | +23.4% |
| 3Y | +102.7% | +57.3% | +45.4% | +78.2% |
| 5Y | +187.6% | +241.0% | -53.4% | +115.4% |
| 10Y | +420.1% | +16.6% | +403.5% | +317.1% |
| All | +3,314.0% | +603.8% | +2,710.1% | +2,043.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling