+434.2%
IRM vs EFV
+169.9%
+264.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.2% |
| 7D | -1.4% | -0.8% | -0.6% | -0.8% |
| 30D | -7.4% | +0.6% | -8.0% | -7.9% |
| 3M | -7.4% | +7.5% | -14.9% | -12.6% |
| 6M | +8.7% | +13.0% | -4.4% | -1.3% |
| YTD | +40.9% | +18.3% | +22.6% | +23.3% |
| 1Y | +20.5% | +26.7% | -6.2% | 0.0% |
| 3Y | +101.7% | +89.6% | +12.1% | +22.2% |
| 5Y | +197.7% | +98.2% | +99.4% | +72.6% |
| All | +434.2% | +169.9% | +264.3% | +128.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling