+173.3%
IRM vs ES
+1.4%
+171.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +2.2% |
| 7D | -8.6% | +1.9% | -10.5% | -9.5% |
| 30D | -8.0% | +7.1% | -15.0% | -11.0% |
| 3M | -12.0% | -1.9% | -10.0% | -11.5% |
| 6M | -18.2% | +4.4% | -22.5% | -20.3% |
| YTD | +31.4% | +7.3% | +24.0% | +26.0% |
| 1Y | +9.2% | +2.1% | +7.0% | +6.6% |
| 3Y | +94.6% | +41.8% | +52.7% | +56.5% |
| All | +173.3% | +1.4% | +171.9% | +169.3% |
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