+200.4%
ESI vs IRM
+862.5%
-662.1%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.1% | -3.1% |
| 7D | +8.3% | +8.6% | -0.3% | +4.2% |
| 30D | -10.4% | 0.0% | -10.4% | -10.4% |
| 3M | -13.2% | -7.1% | -6.0% | -10.0% |
| 6M | -23.9% | -7.9% | -16.0% | -20.8% |
| YTD | +34.2% | +41.3% | -7.1% | +14.5% |
| 1Y | +22.2% | +20.7% | +1.5% | +11.9% |
| 3Y | +79.2% | +112.2% | -32.9% | +23.9% |
| 5Y | +38.1% | +191.2% | -153.1% | -17.9% |
| 10Y | +323.6% | +524.3% | -200.8% | +72.3% |
| All | +200.4% | +862.5% | -662.1% | +11.6% |
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 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