+517.3%
IRM vs EFV
+163.3%
+353.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -1.0% |
| 7D | +6.8% | +2.5% | +4.2% | +4.7% |
| 30D | +2.6% | +2.9% | -0.3% | +0.5% |
| 3M | -9.5% | -1.4% | -8.0% | -8.3% |
| 6M | -8.5% | +5.5% | -14.0% | -12.2% |
| YTD | +40.3% | +16.1% | +24.2% | +24.8% |
| 1Y | +28.7% | +20.3% | +8.4% | +11.4% |
| 3Y | +111.8% | +90.4% | +21.4% | +27.9% |
| 5Y | +189.1% | +93.5% | +95.6% | +70.9% |
| All | +517.3% | +163.3% | +353.9% | +161.3% |
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