+271.2%
EW vs IRM
+520.0%
-248.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | +4.9% | +6.8% | -1.9% | +3.0% |
| 30D | +23.9% | +2.6% | +21.3% | +22.6% |
| 3M | +15.8% | -9.5% | +25.2% | +18.4% |
| 6M | +31.7% | -8.5% | +40.1% | +33.6% |
| YTD | +25.7% | +40.3% | -14.6% | +10.6% |
| 1Y | +24.4% | +28.7% | -4.2% | +12.3% |
| 3Y | +65.9% | +111.8% | -46.0% | +20.9% |
| 5Y | -7.6% | +189.1% | -196.7% | -40.4% |
| All | +271.2% | +520.0% | -248.8% | +80.8% |
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