+442.9%
IRM vs FND
+57.9%
+385.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.2% |
| 7D | +6.8% | -6.8% | +13.6% | +8.4% |
| 30D | +2.6% | +8.0% | -5.4% | +0.6% |
| 3M | -9.5% | -18.9% | +9.5% | -5.7% |
| 6M | -8.5% | +4.7% | -13.2% | -10.8% |
| YTD | +40.3% | -21.6% | +61.9% | +44.9% |
| 1Y | +28.7% | -22.0% | +50.7% | +33.0% |
| 3Y | +111.8% | -40.4% | +152.3% | +125.9% |
| 5Y | +189.1% | -63.8% | +252.9% | +227.2% |
| All | +442.9% | +57.9% | +385.0% | +354.4% |
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