+86.3%
ESI vs IRM
+101.2%
-15.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +0.9% |
| 7D | +5.4% | +1.6% | +3.8% | +4.5% |
| 30D | -4.2% | -4.2% | 0.0% | -1.9% |
| 3M | -9.6% | -5.4% | -4.2% | -7.1% |
| 6M | +18.3% | +12.0% | +6.3% | +11.5% |
| YTD | +45.8% | +42.0% | +3.8% | +22.1% |
| 1Y | +39.2% | +29.9% | +9.3% | +21.3% |
| 3Y | +86.3% | +104.4% | -18.1% | +12.6% |
| All | +86.3% | +101.2% | -15.0% | +12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling