+1,602.4%
EL vs IRM
+9,145.3%
-7,542.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.3% | +2.0% |
| 7D | +0.8% | -8.6% | +9.4% | +3.0% |
| 30D | +16.5% | -8.0% | +24.5% | +18.8% |
| 3M | +29.2% | -12.0% | +41.2% | +32.9% |
| 6M | +27.9% | -18.2% | +46.1% | +33.6% |
| YTD | +6.2% | +31.4% | -25.2% | -2.2% |
| 1Y | +27.2% | +9.2% | +18.0% | +22.5% |
| 3Y | +3.2% | +94.6% | -91.4% | -14.8% |
| 5Y | -66.0% | +170.2% | -236.1% | -74.3% |
| 10Y | +58.3% | +464.3% | -406.0% | -1.7% |
| All | +1,602.4% | +9,145.3% | -7,542.9% | +744.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling