+103.8%
IRM vs ES
+29.7%
+74.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.8% |
| 7D | -0.5% | +0.3% | -0.8% | -0.6% |
| 30D | -8.1% | -2.0% | -6.1% | -7.5% |
| 3M | -9.7% | +1.7% | -11.3% | -10.4% |
| 6M | +10.0% | -3.5% | +13.5% | +10.9% |
| YTD | +43.0% | +7.9% | +35.1% | +38.8% |
| 1Y | +32.7% | +17.2% | +15.5% | +24.7% |
| All | +103.8% | +29.7% | +74.1% | +77.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling