+424.6%
ETSY vs IRM
+440.8%
-16.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +0.8% |
| 7D | -4.9% | -1.4% | -3.5% | -4.4% |
| 30D | -8.6% | -7.4% | -1.2% | -6.1% |
| 3M | +4.8% | -7.4% | +12.1% | +7.3% |
| 6M | +38.1% | +8.7% | +29.4% | +31.5% |
| YTD | +31.2% | +40.9% | -9.7% | +11.7% |
| 1Y | +22.1% | +20.5% | +1.6% | +10.3% |
| 3Y | +12.2% | +101.7% | -89.5% | -22.7% |
| 5Y | -66.5% | +197.7% | -264.1% | -80.1% |
| All | +424.6% | +440.8% | -16.2% | +116.0% |
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