+18.1%
EW vs IRM
+101.3%
-83.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.1% |
| 7D | -0.3% | -0.5% | +0.1% | -0.3% |
| 30D | +1.0% | -8.1% | +9.1% | +2.2% |
| 3M | +2.8% | -9.7% | +12.5% | +4.1% |
| 6M | +5.5% | +10.0% | -4.5% | +3.0% |
| YTD | +5.5% | +43.0% | -37.5% | -2.3% |
| 1Y | +11.0% | +32.7% | -21.6% | +3.7% |
| All | +18.1% | +101.3% | -83.1% | -8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling