+150.1%
EXE vs IRM
+314.0%
-163.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | -2.2% | -5.1% | +2.9% | -0.9% |
| 30D | -0.3% | -3.3% | +2.9% | +0.3% |
| 3M | -9.3% | -8.2% | -1.2% | -7.6% |
| 6M | -7.2% | -12.8% | +5.5% | -4.4% |
| YTD | -18.9% | +36.6% | -55.5% | -29.2% |
| 1Y | -21.7% | +11.9% | -33.6% | -26.7% |
| 3Y | +21.0% | +105.1% | -84.1% | -18.2% |
| 5Y | +76.0% | +182.4% | -106.4% | -1.2% |
| All | +150.1% | +314.0% | -163.8% | +28.5% |
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 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