+1,388.5%
ED vs IRM
+9,515.1%
-8,126.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.8% |
| 7D | +2.1% | -5.1% | +7.2% | +2.8% |
| 30D | +12.4% | -3.3% | +15.7% | +12.8% |
| 3M | +13.1% | -8.2% | +21.3% | +14.3% |
| 6M | +14.1% | -12.8% | +26.8% | +15.9% |
| YTD | +23.1% | +36.6% | -13.6% | +15.7% |
| 1Y | +25.4% | +11.9% | +13.5% | +21.7% |
| 3Y | +47.9% | +105.1% | -57.3% | +27.4% |
| 5Y | +81.9% | +182.4% | -100.5% | +47.1% |
| 10Y | +141.3% | +505.1% | -363.9% | +70.6% |
| All | +1,388.5% | +9,515.1% | -8,126.6% | +727.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling