+141.8%
ED vs IRM
+514.0%
-372.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.4% |
| 7D | -0.9% | -5.3% | +4.3% | +0.1% |
| 30D | +11.2% | -2.3% | +13.5% | +11.4% |
| 3M | +11.8% | -7.4% | +19.2% | +13.3% |
| 6M | +14.1% | -12.2% | +26.3% | +16.8% |
| YTD | +23.0% | +38.6% | -15.7% | +10.4% |
| 1Y | +23.7% | +14.9% | +8.8% | +16.6% |
| 3Y | +47.7% | +108.2% | -60.4% | +11.0% |
| 5Y | +82.6% | +183.8% | -101.2% | +20.5% |
| 10Y | +141.8% | +512.6% | -370.8% | +15.7% |
| All | +141.8% | +514.0% | -372.2% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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