+30.7%
EMB vs IRM
+418.7%
-388.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | 0.0% | +3.0% | -3.0% | -0.4% |
| 30D | -0.3% | -5.2% | +4.9% | +0.4% |
| 3M | -0.3% | -8.0% | +7.7% | +0.7% |
| 6M | +0.7% | +9.2% | -8.4% | -0.8% |
| YTD | +1.3% | +41.0% | -39.7% | -3.9% |
| 1Y | +4.7% | +23.3% | -18.6% | +1.0% |
| 3Y | +30.1% | +102.8% | -72.8% | +15.0% |
| 5Y | +6.9% | +192.8% | -185.9% | -11.0% |
| 10Y | +30.7% | +439.6% | -408.9% | -3.2% |
| All | +30.7% | +418.7% | -388.0% | -3.2% |
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 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