+318.5%
ESI vs IRM
+520.0%
-201.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | +5.5% | +6.8% | -1.3% | +2.2% |
| 30D | -7.8% | +2.6% | -10.4% | -8.8% |
| 3M | -15.0% | -9.5% | -5.5% | -10.8% |
| 6M | -24.9% | -8.5% | -16.4% | -21.6% |
| YTD | +33.2% | +40.3% | -7.0% | +13.6% |
| 1Y | +24.9% | +28.7% | -3.7% | +10.9% |
| 3Y | +77.8% | +111.8% | -34.1% | +21.5% |
| 5Y | +37.1% | +189.1% | -152.0% | -19.4% |
| All | +318.5% | +520.0% | -201.5% | +67.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling