+209.6%
ESI vs IRM
+860.0%
-650.5%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | -0.4% |
| 7D | -4.6% | -1.4% | -3.2% | -4.0% |
| 30D | -10.5% | -7.4% | -3.1% | -7.2% |
| 3M | -19.8% | -7.4% | -12.5% | -17.0% |
| 6M | +5.8% | +8.7% | -2.9% | +1.7% |
| YTD | +38.3% | +40.9% | -2.6% | +18.1% |
| 1Y | +31.5% | +20.5% | +11.0% | +20.3% |
| 3Y | +80.7% | +101.7% | -21.0% | +27.7% |
| 5Y | +69.4% | +197.7% | -128.2% | -0.4% |
| 10Y | +303.8% | +439.5% | -135.7% | +74.3% |
| All | +209.6% | +860.0% | -650.5% | +15.1% |
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