+1,334.3%
ET vs IRM
+986.7%
+347.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.8% | +1.8% |
| 7D | -1.9% | -5.1% | +3.2% | -0.5% |
| 30D | -3.1% | -3.3% | +0.2% | -2.4% |
| 3M | -3.9% | -8.2% | +4.2% | -1.9% |
| 6M | +4.0% | -12.8% | +16.8% | +7.4% |
| YTD | +26.4% | +36.6% | -10.2% | +11.4% |
| 1Y | +24.9% | +11.9% | +13.0% | +17.3% |
| 3Y | +85.2% | +105.1% | -19.9% | +37.8% |
| 5Y | +218.3% | +182.4% | +35.9% | +107.7% |
| 10Y | +172.0% | +505.1% | -333.2% | +32.2% |
| All | +1,334.3% | +986.7% | +347.5% | +404.2% |
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