+1,458.7%
ET vs IRM
+1,037.5%
+421.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.4% | -0.3% |
| 7D | +0.9% | -0.5% | +1.4% | +1.0% |
| 30D | +7.5% | -8.1% | +15.5% | +10.2% |
| 3M | +11.4% | -9.7% | +21.1% | +14.5% |
| 6M | +18.5% | +10.0% | +8.5% | +13.5% |
| YTD | +37.4% | +43.0% | -5.6% | +20.0% |
| 1Y | +30.9% | +32.7% | -1.7% | +16.4% |
| 3Y | +98.7% | +102.7% | -4.0% | +49.2% |
| 5Y | +230.7% | +187.6% | +43.1% | +115.6% |
| 10Y | +175.6% | +420.1% | -244.5% | +41.3% |
| All | +1,458.7% | +1,037.5% | +421.2% | +442.8% |
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