+67.3%
ED vs IRM
+192.5%
-125.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | +0.5% | +1.6% | -1.1% | +0.3% |
| 30D | +1.1% | -4.2% | +5.3% | +1.7% |
| 3M | +4.6% | -5.4% | +10.0% | +5.3% |
| 6M | -2.0% | +12.0% | -14.0% | -4.5% |
| YTD | +11.7% | +42.0% | -30.3% | +4.0% |
| 1Y | +15.7% | +29.9% | -14.1% | +9.2% |
| 3Y | +34.4% | +104.4% | -70.0% | +8.4% |
| 5Y | +67.3% | +191.0% | -123.7% | +21.2% |
| All | +67.3% | +192.5% | -125.2% | +21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling