+63.0%
EL vs IRM
+514.0%
-451.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.5% |
| 7D | +0.3% | -5.3% | +5.5% | +2.1% |
| 30D | +12.3% | -2.3% | +14.6% | +12.9% |
| 3M | +28.4% | -7.4% | +35.8% | +31.1% |
| 6M | +36.7% | -12.2% | +49.0% | +41.7% |
| YTD | +8.4% | +38.6% | -30.3% | -6.5% |
| 1Y | +25.4% | +14.9% | +10.5% | +16.0% |
| 3Y | +3.4% | +108.2% | -104.7% | -25.7% |
| 5Y | -64.8% | +183.8% | -248.6% | -77.8% |
| 10Y | +63.0% | +512.6% | -449.6% | -25.7% |
| All | +63.0% | +514.0% | -451.0% | -25.7% |
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