+178.5%
EXE vs IRM
+333.3%
-154.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.6% |
| 7D | -0.3% | -0.5% | +0.2% | -0.2% |
| 30D | +8.5% | -8.1% | +16.5% | +11.0% |
| 3M | +5.5% | -9.7% | +15.1% | +8.1% |
| 6M | -5.9% | +10.0% | -15.9% | -10.2% |
| YTD | -9.7% | +43.0% | -52.7% | -21.8% |
| 1Y | +3.6% | +32.7% | -29.1% | -8.5% |
| 3Y | +18.0% | +102.7% | -84.7% | -18.8% |
| 5Y | +109.4% | +187.6% | -78.1% | +17.6% |
| All | +178.5% | +333.3% | -154.8% | +41.8% |
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