+513.6%
EWT vs IRM
+440.8%
+72.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +1.3% |
| 7D | -1.1% | -1.4% | +0.3% | -0.7% |
| 30D | +4.5% | -7.4% | +11.8% | +6.7% |
| 3M | +8.3% | -7.4% | +15.6% | +10.3% |
| 6M | +54.2% | +8.7% | +45.6% | +50.5% |
| YTD | +74.6% | +40.9% | +33.6% | +58.4% |
| 1Y | +84.9% | +20.5% | +64.4% | +74.5% |
| 3Y | +197.5% | +101.7% | +95.8% | +141.6% |
| 5Y | +150.6% | +197.7% | -47.1% | +82.3% |
| All | +513.6% | +440.8% | +72.8% | +263.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling