+746.2%
EEM vs IRM
+1,798.9%
-1,052.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | -0.1% |
| 7D | +2.7% | +6.8% | -4.1% | +0.1% |
| 30D | -5.4% | +2.6% | -8.0% | -6.5% |
| 3M | -8.6% | -9.5% | +0.8% | -5.4% |
| 6M | -8.9% | -8.5% | -0.4% | -6.3% |
| YTD | +11.9% | +40.3% | -28.3% | -3.0% |
| 1Y | +13.1% | +28.7% | -15.6% | +1.1% |
| 3Y | +70.7% | +111.8% | -41.2% | +20.3% |
| 5Y | +31.8% | +189.1% | -157.3% | -20.8% |
| 10Y | +119.5% | +519.8% | -400.3% | -13.4% |
| All | +746.2% | +1,798.9% | -1,052.7% | +98.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling