+0.8%
EL vs IRM
+96.5%
-95.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.3% | +1.9% |
| 7D | +0.8% | -8.6% | +9.4% | +3.7% |
| 30D | +16.5% | -8.0% | +24.5% | +19.5% |
| 3M | +29.2% | -12.0% | +41.2% | +33.8% |
| 6M | +27.9% | -18.2% | +46.1% | +35.4% |
| YTD | +6.2% | +31.4% | -25.2% | -7.8% |
| 1Y | +27.2% | +9.2% | +18.0% | +18.9% |
| All | +0.8% | +96.5% | -95.6% | -45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling