+41.5%
ESI vs IRM
+34.4%
+7.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +1.9% |
| 7D | +3.3% | -0.5% | +3.8% | +3.6% |
| 30D | -5.9% | -8.1% | +2.2% | -0.8% |
| 3M | -14.1% | -9.7% | -4.4% | -8.8% |
| 6M | +6.6% | +10.0% | -3.4% | +0.2% |
| YTD | +45.0% | +43.0% | +2.0% | +16.0% |
| 1Y | +41.5% | +32.7% | +8.8% | +22.3% |
| All | +41.5% | +34.4% | +7.1% | +22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling