+131.7%
EMB vs IRM
+776.7%
-645.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.1% |
| 7D | 0.0% | -0.5% | +0.5% | 0.0% |
| 30D | -0.3% | -8.1% | +7.8% | +0.5% |
| 3M | -0.4% | -9.7% | +9.2% | +0.5% |
| 6M | +0.1% | +10.0% | -9.9% | -1.1% |
| YTD | +1.6% | +43.0% | -41.4% | -2.5% |
| 1Y | +5.6% | +32.7% | -27.1% | +2.0% |
| 3Y | +29.8% | +102.7% | -72.9% | +19.0% |
| 5Y | +7.3% | +187.6% | -180.3% | -5.6% |
| 10Y | +30.4% | +420.1% | -389.7% | +6.8% |
| All | +131.7% | +776.7% | -645.0% | +73.4% |
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