+75.8%
ESI vs IRM
+190.5%
-114.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.4% | -0.8% |
| 7D | +3.9% | +3.0% | +0.9% | +2.3% |
| 30D | -3.8% | -5.2% | +1.4% | -1.0% |
| 3M | -13.1% | -8.0% | -5.1% | -9.3% |
| 6M | +11.3% | +9.2% | +2.2% | +6.1% |
| YTD | +44.1% | +41.0% | +3.1% | +20.3% |
| 1Y | +40.3% | +23.3% | +17.1% | +25.1% |
| 3Y | +84.1% | +102.8% | -18.8% | +19.2% |
| 5Y | +75.8% | +192.8% | -117.0% | -5.2% |
| All | +75.8% | +190.5% | -114.7% | -5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling