+590.1%
EWT vs IRM
+3,311.2%
-2,721.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | +1.6% | +1.6% | 0.0% | +1.1% |
| 30D | +8.2% | -4.2% | +12.4% | +9.6% |
| 3M | +11.1% | -5.4% | +16.4% | +12.8% |
| 6M | +60.4% | +12.0% | +48.4% | +54.1% |
| YTD | +75.6% | +42.0% | +33.5% | +55.5% |
| 1Y | +91.3% | +29.9% | +61.4% | +73.8% |
| 3Y | +200.3% | +104.4% | +95.9% | +130.6% |
| 5Y | +156.4% | +191.0% | -34.6% | +71.5% |
| 10Y | +495.8% | +417.1% | +78.7% | +207.8% |
| All | +590.1% | +3,311.2% | -2,721.1% | +68.7% |
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