+113.4%
IRM vs FND
-38.2%
+151.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.4% | +6.3% | +2.9% |
| 7D | +8.6% | -5.1% | +13.7% | +9.9% |
| 30D | 0.0% | +9.2% | -9.2% | -2.2% |
| 3M | -7.1% | -17.7% | +10.5% | -3.3% |
| 6M | -7.9% | +2.5% | -10.4% | -10.1% |
| YTD | +41.3% | -19.8% | +61.1% | +45.7% |
| 1Y | +20.7% | -22.7% | +43.4% | +25.6% |
| All | +113.4% | -38.2% | +151.5% | +120.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling