+192.8%
IRM vs FND
-61.3%
+254.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | +3.0% | -0.8% | +3.8% | +3.2% |
| 30D | -5.2% | -19.6% | +14.4% | -0.1% |
| 3M | -8.0% | -4.3% | -3.7% | -8.1% |
| 6M | +9.2% | -20.4% | +29.6% | +13.8% |
| YTD | +41.0% | -21.9% | +62.9% | +47.0% |
| 1Y | +23.3% | -45.2% | +68.4% | +40.4% |
| 3Y | +102.8% | -49.2% | +152.1% | +127.1% |
| 5Y | +192.8% | -61.8% | +254.6% | +212.2% |
| All | +192.8% | -61.3% | +254.0% | +212.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling