+376.6%
EFA vs IRM
+2,428.5%
-2,051.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | +2.2% | +6.8% | -4.5% | 0.0% |
| 30D | +1.4% | +2.6% | -1.2% | +0.3% |
| 3M | -4.2% | -9.5% | +5.3% | -1.4% |
| 6M | +1.9% | -8.5% | +10.4% | +4.1% |
| YTD | +10.2% | +40.3% | -30.1% | -3.1% |
| 1Y | +12.8% | +28.7% | -15.9% | +1.9% |
| 3Y | +65.2% | +111.8% | -46.6% | +22.1% |
| 5Y | +49.8% | +189.1% | -139.3% | -2.7% |
| 10Y | +145.2% | +519.8% | -374.6% | +14.1% |
| All | +376.6% | +2,428.5% | -2,051.9% | +16.4% |
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