+8.0%
EMB vs IRM
+182.6%
-174.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +0.5% | -5.1% | +5.6% | +1.1% |
| 30D | +0.9% | -3.3% | +4.1% | +1.2% |
| 3M | -2.1% | -8.2% | +6.0% | -1.2% |
| 6M | -2.2% | -12.8% | +10.6% | -0.7% |
| YTD | -0.6% | +36.6% | -37.2% | -6.0% |
| 1Y | +0.2% | +11.9% | -11.7% | -2.3% |
| 3Y | +29.5% | +105.1% | -75.6% | +9.4% |
| All | +8.0% | +182.6% | -174.6% | -13.8% |
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