+372.7%
ETR vs IRM
+520.0%
-147.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | +1.2% | +6.8% | -5.6% | -1.2% |
| 30D | +7.0% | +2.6% | +4.4% | +5.6% |
| 3M | +4.6% | -9.5% | +14.1% | +7.7% |
| 6M | +0.1% | -8.5% | +8.6% | +2.4% |
| YTD | +23.2% | +40.3% | -17.1% | +6.8% |
| 1Y | +20.6% | +28.7% | -8.1% | +7.7% |
| 3Y | +156.3% | +111.8% | +44.4% | +81.5% |
| 5Y | +159.6% | +189.1% | -29.5% | +58.4% |
| All | +372.7% | +520.0% | -147.3% | +100.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling