+199.8%
EWT vs IRM
+102.2%
+97.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.5% |
| 7D | +2.1% | +3.0% | -0.9% | +1.1% |
| 30D | +9.4% | -5.2% | +14.6% | +11.3% |
| 3M | +10.9% | -8.0% | +18.9% | +13.7% |
| 6M | +57.9% | +9.2% | +48.8% | +53.0% |
| YTD | +75.9% | +41.0% | +34.9% | +56.7% |
| 1Y | +89.7% | +23.3% | +66.5% | +75.9% |
| All | +199.8% | +102.2% | +97.6% | +122.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling