+197.8%
IRM vs EFV
+94.7%
+103.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | 0.0% |
| 7D | +3.0% | -0.5% | +3.5% | +3.5% |
| 30D | -5.2% | 0.0% | -5.2% | -5.2% |
| 3M | -8.0% | +8.4% | -16.5% | -14.1% |
| 6M | +9.2% | +12.3% | -3.2% | -0.9% |
| YTD | +41.0% | +17.4% | +23.6% | +23.3% |
| 1Y | +23.3% | +27.1% | -3.9% | +1.0% |
| 3Y | +102.8% | +90.7% | +12.1% | +19.5% |
| All | +197.8% | +94.7% | +103.1% | +62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling