+63.7%
EL vs IRM
+520.0%
-456.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.4% |
| 7D | +1.5% | +6.8% | -5.3% | -0.9% |
| 30D | +10.0% | +2.6% | +7.4% | +8.7% |
| 3M | +28.4% | -9.5% | +37.9% | +32.2% |
| 6M | +37.1% | -8.5% | +45.5% | +39.8% |
| YTD | +7.8% | +40.3% | -32.4% | -7.4% |
| 1Y | +26.0% | +28.7% | -2.6% | +11.7% |
| 3Y | +3.8% | +111.8% | -108.0% | -25.9% |
| 5Y | -65.2% | +189.1% | -254.3% | -78.2% |
| All | +63.7% | +520.0% | -456.3% | -25.5% |
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