-14.6%
EW vs IRM
+168.2%
-182.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.1% |
| 7D | +11.0% | -8.6% | +19.6% | +13.3% |
| 30D | +19.1% | -8.0% | +27.0% | +21.2% |
| 3M | +14.4% | -12.0% | +26.3% | +17.5% |
| 6M | +22.8% | -18.2% | +40.9% | +28.2% |
| YTD | +19.8% | +31.4% | -11.5% | +7.2% |
| 1Y | +23.9% | +9.2% | +14.7% | +17.4% |
| 3Y | +52.2% | +94.6% | -42.4% | +6.6% |
| All | -14.6% | +168.2% | -182.7% | -50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling