+142.7%
ETSY vs IRM
+496.3%
-353.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.7% | -4.2% | -4.6% |
| 7D | -10.9% | +1.6% | -12.6% | -11.6% |
| 30D | -14.9% | -4.2% | -10.7% | -13.6% |
| 3M | +5.8% | -5.4% | +11.2% | +7.5% |
| 6M | +29.1% | +12.0% | +17.1% | +21.2% |
| YTD | +31.3% | +42.0% | -10.7% | +10.9% |
| 1Y | +25.1% | +29.9% | -4.7% | +9.0% |
| 3Y | +8.5% | +104.4% | -95.9% | -26.4% |
| 5Y | -66.1% | +191.0% | -257.1% | -80.1% |
| 10Y | +410.3% | +417.1% | -6.8% | +115.5% |
| All | +142.7% | +496.3% | -353.5% | -15.0% |
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 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