+7,464.4%
EW vs IRM
+3,009.4%
+4,455.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +9.3% | -5.1% | +14.3% | +10.5% |
| 30D | +22.1% | -3.3% | +25.3% | +22.7% |
| 3M | +13.0% | -8.2% | +21.2% | +14.9% |
| 6M | +30.1% | -12.8% | +42.8% | +33.4% |
| YTD | +22.0% | +36.6% | -14.6% | +10.3% |
| 1Y | +23.7% | +11.9% | +11.8% | +17.7% |
| 3Y | +62.0% | +105.1% | -43.1% | +27.6% |
| 5Y | -12.4% | +182.4% | -194.8% | -37.3% |
| 10Y | +236.1% | +505.1% | -269.1% | +90.7% |
| All | +7,464.4% | +3,009.4% | +4,455.0% | +2,545.4% |
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 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