+238.8%
EME vs IRM
+98.2%
+140.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | +0.3% |
| 7D | +0.9% | -1.8% | +2.8% | +1.9% |
| 30D | -8.4% | -7.8% | -0.6% | -4.2% |
| 3M | -3.6% | -7.9% | +4.2% | +0.7% |
| 6M | +3.6% | +6.3% | -2.8% | 0.0% |
| YTD | +22.5% | +38.2% | -15.6% | +2.9% |
| 1Y | +18.2% | +19.8% | -1.6% | +6.5% |
| All | +238.8% | +98.2% | +140.7% | +126.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling