+96.8%
ET vs IRM
+101.2%
-4.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | +0.4% | +1.6% | -1.2% | +0.1% |
| 30D | +6.9% | -4.2% | +11.0% | +7.7% |
| 3M | +13.1% | -5.4% | +18.4% | +13.9% |
| 6M | +18.7% | +12.0% | +6.7% | +14.8% |
| YTD | +37.4% | +42.0% | -4.6% | +25.0% |
| 1Y | +34.8% | +29.9% | +5.0% | +24.5% |
| 3Y | +96.8% | +104.4% | -7.6% | +61.9% |
| All | +96.8% | +101.2% | -4.4% | +61.9% |
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