+245.3%
ET vs IRM
+190.5%
+54.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | +0.6% | +3.0% | -2.4% | -0.1% |
| 30D | +5.3% | -5.2% | +10.5% | +6.6% |
| 3M | +15.6% | -8.0% | +23.7% | +17.7% |
| 6M | +20.6% | +9.2% | +11.5% | +16.6% |
| YTD | +38.5% | +41.0% | -2.5% | +24.0% |
| 1Y | +35.7% | +23.3% | +12.5% | +25.6% |
| 3Y | +98.4% | +102.8% | -4.5% | +52.4% |
| 5Y | +245.3% | +192.8% | +52.5% | +150.6% |
| All | +245.3% | +190.5% | +54.8% | +150.6% |
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 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