+28.3%
EL vs IRM
+418.7%
-390.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.1% | -2.6% |
| 7D | -2.4% | +3.0% | -5.4% | -3.4% |
| 30D | +13.7% | -5.2% | +18.9% | +15.5% |
| 3M | +14.5% | -8.0% | +22.5% | +17.2% |
| 6M | +7.4% | +9.2% | -1.8% | +2.4% |
| YTD | -4.7% | +41.0% | -45.7% | -18.0% |
| 1Y | +12.9% | +23.3% | -10.3% | +2.0% |
| 3Y | -32.2% | +102.8% | -135.1% | -50.7% |
| 5Y | -68.4% | +192.8% | -261.2% | -80.2% |
| 10Y | +28.3% | +439.6% | -411.4% | -40.3% |
| All | +28.3% | +418.7% | -390.4% | -40.3% |
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 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