+193.5%
IRM vs ES
-5.6%
+199.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.9% |
| 7D | -0.5% | +0.3% | -0.8% | -0.6% |
| 30D | -8.1% | -2.0% | -6.1% | -7.3% |
| 3M | -9.7% | +1.7% | -11.3% | -10.6% |
| 6M | +10.0% | -3.5% | +13.5% | +11.3% |
| YTD | +43.0% | +7.9% | +35.1% | +37.3% |
| 1Y | +32.7% | +17.2% | +15.5% | +21.5% |
| 3Y | +102.7% | +29.3% | +73.4% | +72.8% |
| All | +193.5% | -5.6% | +199.1% | +200.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling