+208.6%
IRM vs FRSH
-72.4%
+281.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.6% |
| 7D | +3.0% | -9.6% | +12.6% | +4.3% |
| 30D | -5.2% | -0.4% | -4.8% | -5.3% |
| 3M | -8.0% | +27.2% | -35.2% | -11.4% |
| 6M | +9.2% | +42.2% | -33.0% | +3.1% |
| YTD | +41.0% | -2.6% | +43.6% | +39.8% |
| 1Y | +23.3% | -10.2% | +33.4% | +23.4% |
| 3Y | +102.8% | -45.5% | +148.4% | +113.1% |
| All | +208.6% | -72.4% | +281.0% | +193.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling