+36.3%
EMB vs IRM
+514.0%
-477.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.1% |
| 7D | -0.4% | -5.3% | +4.9% | +0.2% |
| 30D | +1.1% | -2.3% | +3.4% | +1.3% |
| 3M | -2.0% | -7.4% | +5.4% | -1.2% |
| 6M | -1.9% | -12.2% | +10.3% | -0.6% |
| YTD | -0.5% | +38.6% | -39.2% | -5.5% |
| 1Y | +0.1% | +14.9% | -14.8% | -2.6% |
| 3Y | +29.7% | +108.2% | -78.5% | +14.2% |
| 5Y | +8.1% | +183.8% | -175.7% | -9.5% |
| 10Y | +36.3% | +512.6% | -476.3% | +1.0% |
| All | +36.3% | +514.0% | -477.7% | +1.0% |
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 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