+103.6%
EXE vs IRM
+192.5%
-88.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | -1.8% | +1.6% | -3.4% | -2.3% |
| 30D | +6.4% | -4.2% | +10.6% | +7.6% |
| 3M | +9.2% | -5.4% | +14.6% | +10.3% |
| 6M | -7.0% | +12.0% | -19.0% | -11.8% |
| YTD | -9.5% | +42.0% | -51.5% | -21.5% |
| 1Y | +6.2% | +29.9% | -23.6% | -5.5% |
| 3Y | +20.7% | +104.4% | -83.6% | -18.7% |
| 5Y | +103.6% | +191.0% | -87.4% | +12.0% |
| All | +103.6% | +192.5% | -88.9% | +12.0% |
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