+1,506.5%
EL vs IRM
+9,964.6%
-8,458.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.6% | +1.3% | +2.6% |
| 7D | +0.8% | -0.5% | +1.3% | +0.9% |
| 30D | +19.8% | -8.1% | +27.9% | +22.2% |
| 3M | +25.7% | -9.7% | +35.4% | +28.4% |
| 6M | +5.4% | +10.0% | -4.5% | +2.1% |
| YTD | +0.2% | +43.0% | -42.8% | -9.5% |
| 1Y | +20.4% | +32.7% | -12.2% | +10.6% |
| 3Y | -32.1% | +102.7% | -134.9% | -44.5% |
| 5Y | -67.2% | +187.6% | -254.8% | -75.5% |
| 10Y | +31.7% | +420.1% | -388.4% | -17.0% |
| All | +1,506.5% | +9,964.6% | -8,458.1% | +681.2% |
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