-45.4%
TE vs IRM
+190.5%
-235.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.2% | -2.6% |
| 7D | +15.0% | +3.0% | +12.0% | +13.4% |
| 30D | -7.5% | -5.2% | -2.3% | -5.1% |
| 3M | -42.0% | -8.0% | -33.9% | -39.5% |
| 6M | -31.4% | +9.2% | -40.6% | -33.3% |
| YTD | -26.5% | +41.0% | -67.5% | -36.5% |
| 1Y | +153.1% | +23.3% | +129.8% | +132.6% |
| 3Y | -20.7% | +102.8% | -123.5% | -54.2% |
| 5Y | -45.4% | +192.8% | -238.2% | -74.6% |
| All | -45.4% | +190.5% | -235.9% | -74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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