+40.5%
EEM vs IRM
+34.4%
+6.1%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.4% |
| 7D | +2.3% | -0.5% | +2.8% | +2.4% |
| 30D | +4.5% | -8.1% | +12.6% | +7.0% |
| 3M | -0.1% | -9.7% | +9.6% | +2.6% |
| 6M | +16.9% | +10.0% | +7.0% | +14.0% |
| YTD | +26.2% | +43.0% | -16.8% | +17.8% |
| 1Y | +40.5% | +32.7% | +7.8% | +34.2% |
| All | +40.5% | +34.4% | +6.1% | +34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling