+453.4%
IRM vs FND
+66.0%
+387.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.3% |
| 7D | -0.5% | -5.2% | +4.8% | +0.7% |
| 30D | -8.1% | -19.9% | +11.8% | -3.7% |
| 3M | -9.7% | +2.7% | -12.4% | -11.1% |
| 6M | +10.0% | -21.7% | +31.7% | +14.5% |
| YTD | +43.0% | -17.5% | +60.5% | +46.6% |
| 1Y | +32.7% | -39.3% | +72.0% | +45.0% |
| 3Y | +102.7% | -49.8% | +152.5% | +124.7% |
| 5Y | +187.6% | -60.1% | +247.6% | +219.3% |
| All | +453.4% | +66.0% | +387.4% | +360.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling