+2,540.2%
ETR vs IRM
+9,844.9%
-7,304.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.4% |
| 7D | +1.5% | +8.6% | -7.1% | -0.2% |
| 30D | +6.6% | 0.0% | +6.6% | +6.4% |
| 3M | +4.4% | -7.1% | +11.6% | +5.7% |
| 6M | -0.3% | -7.9% | +7.6% | +0.9% |
| YTD | +23.3% | +41.3% | -18.0% | +14.2% |
| 1Y | +18.9% | +20.7% | -1.9% | +13.4% |
| 3Y | +155.5% | +112.2% | +43.3% | +115.8% |
| 5Y | +159.9% | +191.2% | -31.3% | +105.2% |
| 10Y | +377.6% | +524.3% | -146.7% | +225.6% |
| All | +2,540.2% | +9,844.9% | -7,304.7% | +1,365.6% |
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