+142.8%
EFA vs IRM
+440.8%
-298.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.4% |
| 7D | -1.5% | -1.4% | -0.1% | -1.1% |
| 30D | -1.7% | -7.4% | +5.7% | +0.3% |
| 3M | +3.5% | -7.4% | +10.8% | +5.3% |
| 6M | +9.5% | +8.7% | +0.8% | +6.3% |
| YTD | +12.9% | +40.9% | -28.1% | +1.6% |
| 1Y | +18.2% | +20.5% | -2.3% | +10.8% |
| 3Y | +64.8% | +101.7% | -36.9% | +29.5% |
| 5Y | +53.9% | +197.7% | -143.8% | +6.1% |
| All | +142.8% | +440.8% | -298.0% | +34.7% |
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