+218.3%
ET vs IRM
+181.9%
+36.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.8% | +1.8% |
| 7D | -1.9% | -5.1% | +3.2% | -0.8% |
| 30D | -3.1% | -3.3% | +0.2% | -2.6% |
| 3M | -3.9% | -8.2% | +4.2% | -2.4% |
| 6M | +4.0% | -12.8% | +16.8% | +6.7% |
| YTD | +26.4% | +36.6% | -10.2% | +13.5% |
| 1Y | +24.9% | +11.9% | +13.0% | +18.7% |
| 3Y | +85.2% | +105.1% | -19.9% | +40.5% |
| 5Y | +218.3% | +182.4% | +35.9% | +113.7% |
| All | +218.3% | +181.9% | +36.4% | +113.7% |
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