+512.6%
IRM vs ES
+92.3%
+420.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +0.8% |
| 7D | -5.3% | +0.1% | -5.4% | -5.5% |
| 30D | -2.3% | +6.7% | -9.0% | -5.8% |
| 3M | -7.4% | +0.3% | -7.8% | -8.0% |
| 6M | -12.2% | +7.4% | -19.6% | -16.1% |
| YTD | +38.6% | +8.4% | +30.3% | +31.6% |
| 1Y | +14.9% | +0.6% | +14.3% | +12.6% |
| 3Y | +108.2% | +50.6% | +57.6% | +59.6% |
| 5Y | +183.8% | +4.8% | +179.0% | +166.5% |
| 10Y | +512.6% | +93.1% | +419.5% | +322.2% |
| All | +512.6% | +92.3% | +420.3% | +322.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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