+110.7%
ED vs IRM
+418.7%
-308.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -0.2% | +3.0% | -3.2% | -0.9% |
| 30D | +1.9% | -5.2% | +7.2% | +3.2% |
| 3M | +1.9% | -8.0% | +9.9% | +3.6% |
| 6M | -2.3% | +9.2% | -11.4% | -5.5% |
| YTD | +10.9% | +41.0% | -30.1% | -0.5% |
| 1Y | +14.5% | +23.3% | -8.7% | +6.1% |
| 3Y | +33.4% | +102.8% | -69.5% | +1.3% |
| 5Y | +67.3% | +192.8% | -125.5% | +9.3% |
| 10Y | +110.7% | +439.6% | -329.0% | +3.7% |
| All | +110.7% | +418.7% | -308.0% | +3.7% |
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