-5.2%
EME vs IRE
-97.3%
+92.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.5% | +9.8% | +7.6% |
| 7D | -4.4% | -15.5% | +11.1% | -4.0% |
| 30D | -17.3% | -70.4% | +53.1% | -8.1% |
| 3M | -20.0% | -81.6% | +61.6% | -8.0% |
| 6M | -29.1% | -94.7% | +65.6% | -14.5% |
| YTD | +6.9% | -91.8% | +98.7% | +12.6% |
| 1Y | +0.8% | -97.6% | +98.3% | +22.2% |
| All | -5.2% | -97.3% | +92.1% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 3y: compounded portfolio wealth divided by compounded IRE 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…
3y analysis · Full analysis span regression · 6 months rolling