+1,377.4%
ED vs IRM
+9,521.2%
-8,143.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.2% | -0.8% |
| 7D | -0.1% | -3.8% | +3.7% | +0.4% |
| 30D | +11.6% | -3.2% | +14.8% | +11.9% |
| 3M | +10.5% | -7.8% | +18.3% | +11.6% |
| 6M | +13.2% | -12.7% | +25.9% | +15.0% |
| YTD | +22.1% | +36.7% | -14.6% | +14.8% |
| 1Y | +24.2% | +10.0% | +14.1% | +20.7% |
| 3Y | +46.9% | +107.2% | -60.3% | +26.3% |
| 5Y | +80.8% | +181.6% | -100.7% | +46.4% |
| 10Y | +134.3% | +481.1% | -346.9% | +66.5% |
| All | +1,377.4% | +9,521.2% | -8,143.8% | +721.6% |
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