+1,332.0%
ET vs IRM
+1,015.9%
+316.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | +2.5% | +6.8% | -4.3% | +0.4% |
| 30D | -2.5% | +2.6% | -5.1% | -3.6% |
| 3M | -4.9% | -9.5% | +4.6% | -2.4% |
| 6M | -0.1% | -8.5% | +8.4% | +1.6% |
| YTD | +26.2% | +40.3% | -14.1% | +10.3% |
| 1Y | +25.2% | +28.7% | -3.5% | +12.3% |
| 3Y | +84.2% | +111.8% | -27.6% | +35.6% |
| 5Y | +216.1% | +189.1% | +27.0% | +104.7% |
| 10Y | +160.7% | +519.8% | -359.1% | +25.8% |
| All | +1,332.0% | +1,015.9% | +316.2% | +399.1% |
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