+146.1%
EWT vs IRM
+186.9%
-40.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -1.9% |
| 7D | -1.1% | -1.8% | +0.7% | -0.5% |
| 30D | +4.8% | -7.8% | +12.5% | +7.4% |
| 3M | +11.1% | -7.9% | +19.0% | +13.7% |
| 6M | +54.6% | +6.3% | +48.3% | +51.4% |
| YTD | +71.4% | +38.2% | +33.3% | +54.7% |
| 1Y | +82.1% | +19.8% | +62.3% | +71.0% |
| 3Y | +193.2% | +98.8% | +94.5% | +131.3% |
| 5Y | +146.1% | +191.8% | -45.7% | +75.0% |
| All | +146.1% | +186.9% | -40.8% | +75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling