+1,344.7%
EME vs IRM
+440.8%
+903.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.0% | +2.3% | +3.4% |
| 7D | +3.5% | -1.4% | +5.0% | +4.2% |
| 30D | -6.3% | -7.4% | +1.1% | -3.0% |
| 3M | -3.8% | -7.4% | +3.6% | -0.4% |
| 6M | +8.5% | +8.7% | -0.2% | +4.5% |
| YTD | +27.8% | +40.9% | -13.1% | +9.8% |
| 1Y | +22.2% | +20.5% | +1.7% | +11.9% |
| 3Y | +253.5% | +101.7% | +151.8% | +158.7% |
| 5Y | +578.6% | +197.7% | +381.0% | +315.3% |
| All | +1,344.7% | +440.8% | +903.9% | +582.3% |
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