+52.2%
EW vs IRM
+90.1%
-37.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.2% |
| 7D | +11.0% | -8.6% | +19.6% | +12.1% |
| 30D | +19.1% | -8.0% | +27.0% | +20.1% |
| 3M | +14.4% | -12.0% | +26.3% | +15.9% |
| 6M | +22.8% | -18.2% | +40.9% | +25.6% |
| YTD | +19.8% | +31.4% | -11.5% | +12.2% |
| 1Y | +23.9% | +9.2% | +14.7% | +20.0% |
| 3Y | +52.2% | +94.6% | -42.4% | +14.4% |
| All | +52.2% | +90.1% | -37.8% | +14.4% |
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