+446.8%
IRM vs FND
+61.4%
+385.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.4% | +6.3% | +2.9% |
| 7D | +8.6% | -5.1% | +13.7% | +9.8% |
| 30D | 0.0% | +9.2% | -9.2% | -2.2% |
| 3M | -7.1% | -17.7% | +10.5% | -3.6% |
| 6M | -7.9% | +2.5% | -10.4% | -9.7% |
| YTD | +41.3% | -19.8% | +61.1% | +45.2% |
| 1Y | +20.7% | -22.7% | +43.4% | +25.1% |
| 3Y | +112.2% | -38.3% | +150.5% | +124.6% |
| 5Y | +191.2% | -63.0% | +254.2% | +227.9% |
| All | +446.8% | +61.4% | +385.4% | +355.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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