+27,830.2%
EME vs IRM
+9,772.9%
+18,057.4%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | +8.4% | +6.8% | +1.6% | +5.9% |
| 30D | -11.5% | +2.6% | -14.1% | -12.3% |
| 3M | -20.6% | -9.5% | -11.2% | -17.7% |
| 6M | -28.5% | -8.5% | -20.0% | -26.2% |
| YTD | +8.0% | +40.3% | -32.3% | -4.2% |
| 1Y | +6.8% | +28.7% | -21.9% | -2.5% |
| 3Y | +213.9% | +111.8% | +102.1% | +140.5% |
| 5Y | +414.8% | +189.1% | +225.7% | +249.9% |
| 10Y | +916.9% | +519.8% | +397.1% | +420.7% |
| All | +27,830.2% | +9,772.9% | +18,057.4% | +8,299.8% |
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 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