+55.2%
EWT vs IRM
+19.5%
+35.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.9% |
| 7D | -10.9% | +2.6% | -13.5% | -11.8% |
| 30D | -17.7% | +5.6% | -23.4% | -19.5% |
| 3M | -5.0% | -4.7% | -0.3% | -3.6% |
| 6M | +7.4% | -6.1% | +13.5% | +9.4% |
| YTD | +52.8% | +46.3% | +6.5% | +38.3% |
| 1Y | +55.2% | +18.7% | +36.5% | +46.8% |
| All | +55.2% | +19.5% | +35.7% | +46.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling