+6.8%
IYR vs FRMI
-77.3%
+84.1%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.5% | -11.6% | -0.1% |
| 7D | -0.4% | +23.3% | -23.7% | -0.4% |
| 30D | -2.5% | -7.6% | +5.1% | -2.5% |
| 3M | +1.5% | +0.2% | +1.3% | +1.2% |
| 6M | +3.9% | -28.7% | +32.6% | +3.7% |
| YTD | +9.5% | -28.6% | +38.2% | +9.5% |
| All | +6.8% | -77.3% | +84.1% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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