+46.6%
EEM vs IRM
+190.5%
-143.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | +2.0% | +3.0% | -1.0% | +1.2% |
| 30D | +5.1% | -5.2% | +10.3% | +6.4% |
| 3M | +4.6% | -8.0% | +12.6% | +6.6% |
| 6M | +17.8% | +9.2% | +8.6% | +15.1% |
| YTD | +25.8% | +41.0% | -15.2% | +15.6% |
| 1Y | +36.4% | +23.3% | +13.1% | +28.9% |
| 3Y | +90.0% | +102.8% | -12.8% | +54.0% |
| 5Y | +46.6% | +192.8% | -146.2% | +10.0% |
| All | +46.6% | +190.5% | -143.9% | +10.0% |
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