+290.1%
ETR vs IRM
+440.8%
-150.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -1.1% |
| 7D | -1.8% | -1.4% | -0.4% | -1.3% |
| 30D | -1.8% | -7.4% | +5.6% | +0.8% |
| 3M | -3.6% | -7.4% | +3.8% | -1.3% |
| 6M | +2.6% | +8.7% | -6.0% | -1.4% |
| YTD | +16.0% | +40.9% | -24.9% | +0.8% |
| 1Y | +20.1% | +20.5% | -0.4% | +10.1% |
| 3Y | +143.6% | +101.7% | +41.9% | +76.2% |
| 5Y | +124.4% | +197.7% | -73.3% | +35.3% |
| All | +290.1% | +440.8% | -150.7% | +72.2% |
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 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