+208.5%
IRM vs FRSH
-72.5%
+281.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.9% | +2.0% |
| 7D | -1.4% | -6.6% | +5.2% | -0.6% |
| 30D | -7.4% | +2.1% | -9.5% | -7.8% |
| 3M | -7.4% | +29.0% | -36.3% | -10.9% |
| 6M | +8.7% | +48.6% | -40.0% | +2.1% |
| YTD | +40.9% | -2.9% | +43.9% | +39.8% |
| 1Y | +20.5% | -7.9% | +28.4% | +20.3% |
| 3Y | +101.7% | -46.5% | +148.2% | +112.4% |
| All | +208.5% | -72.5% | +281.0% | +193.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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