+6,438.2%
EW vs IRM
+3,154.7%
+3,283.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.3% |
| 7D | -0.3% | -0.5% | +0.1% | -0.3% |
| 30D | +1.0% | -8.1% | +9.1% | +3.1% |
| 3M | +2.8% | -9.7% | +12.5% | +5.0% |
| 6M | +5.5% | +10.0% | -4.5% | +1.9% |
| YTD | +5.5% | +43.0% | -37.5% | -5.4% |
| 1Y | +11.0% | +32.7% | -21.6% | +1.0% |
| 3Y | +17.7% | +102.7% | -85.0% | -6.6% |
| 5Y | -25.7% | +187.6% | -213.3% | -46.9% |
| 10Y | +132.8% | +420.1% | -287.3% | +37.4% |
| All | +6,438.2% | +3,154.7% | +3,283.5% | +2,168.9% |
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