+125.7%
EEM vs IRM
+430.1%
-304.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.1% | -1.6% |
| 7D | -0.7% | -1.8% | +1.1% | -0.2% |
| 30D | +2.4% | -7.8% | +10.2% | +4.6% |
| 3M | +4.2% | -7.9% | +12.0% | +6.2% |
| 6M | +14.8% | +6.3% | +8.4% | +12.6% |
| YTD | +23.1% | +38.2% | -15.1% | +12.4% |
| 1Y | +32.5% | +19.8% | +12.7% | +25.2% |
| 3Y | +85.9% | +98.8% | -12.9% | +49.0% |
| 5Y | +43.6% | +191.8% | -148.2% | +1.4% |
| All | +125.7% | +430.1% | -304.4% | +24.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling