+52.4%
EFA vs IRM
+186.9%
-134.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.3% |
| 7D | -2.4% | -1.8% | -0.5% | -1.9% |
| 30D | -2.2% | -7.8% | +5.5% | -0.2% |
| 3M | +5.7% | -7.9% | +13.5% | +7.6% |
| 6M | +8.2% | +6.3% | +1.8% | +5.7% |
| YTD | +11.8% | +38.2% | -26.4% | +1.5% |
| 1Y | +18.3% | +19.8% | -1.5% | +11.2% |
| 3Y | +64.9% | +98.8% | -33.8% | +28.2% |
| 5Y | +52.4% | +191.8% | -139.4% | +4.9% |
| All | +52.4% | +186.9% | -134.5% | +4.9% |
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 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