+393.0%
EFA vs IRM
+2,460.4%
-2,067.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.3% |
| 7D | +1.2% | +1.6% | -0.4% | +0.6% |
| 30D | -0.7% | -4.2% | +3.5% | +0.5% |
| 3M | +6.4% | -5.4% | +11.8% | +7.9% |
| 6M | +11.4% | +12.0% | -0.6% | +6.4% |
| YTD | +14.0% | +42.0% | -28.1% | +0.2% |
| 1Y | +20.2% | +29.9% | -9.7% | +8.3% |
| 3Y | +68.2% | +104.4% | -36.2% | +26.2% |
| 5Y | +54.8% | +191.0% | -136.2% | +0.6% |
| 10Y | +142.4% | +417.1% | -274.7% | +20.7% |
| All | +393.0% | +2,460.4% | -2,067.4% | +20.3% |
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