-67.4%
EL vs IRM
+192.5%
-259.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.8% |
| 7D | +1.7% | +1.6% | +0.1% | +1.0% |
| 30D | +15.5% | -4.2% | +19.7% | +16.9% |
| 3M | +20.6% | -5.4% | +25.9% | +22.2% |
| 6M | +10.5% | +12.0% | -1.6% | +3.3% |
| YTD | -1.9% | +42.0% | -43.9% | -17.6% |
| 1Y | +16.1% | +29.9% | -13.8% | +0.8% |
| 3Y | -30.2% | +104.4% | -134.6% | -53.1% |
| 5Y | -67.4% | +191.0% | -258.4% | -81.5% |
| All | -67.4% | +192.5% | -259.9% | -81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling