+1,238.9%
ED vs IRM
+9,964.6%
-8,725.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -3.0% | -1.6% |
| 7D | -0.2% | -0.5% | +0.3% | -0.1% |
| 30D | -0.1% | -8.1% | +7.9% | +1.1% |
| 3M | +3.9% | -9.7% | +13.6% | +5.4% |
| 6M | -3.0% | +10.0% | -13.0% | -5.1% |
| YTD | +10.7% | +43.0% | -32.3% | +3.6% |
| 1Y | +13.3% | +32.7% | -19.3% | +7.0% |
| 3Y | +34.5% | +102.7% | -68.2% | +16.4% |
| 5Y | +67.1% | +187.6% | -120.4% | +35.2% |
| 10Y | +103.0% | +420.1% | -317.1% | +46.5% |
| All | +1,238.9% | +9,964.6% | -8,725.7% | +641.3% |
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