+31,828.8%
EME vs IRM
+9,964.6%
+21,864.2%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.2% |
| 7D | +1.9% | -0.5% | +2.4% | +2.0% |
| 30D | -8.3% | -8.1% | -0.2% | -5.5% |
| 3M | -10.7% | -9.7% | -1.1% | -7.4% |
| 6M | +1.9% | +10.0% | -8.1% | -1.5% |
| YTD | +23.5% | +43.0% | -19.5% | +8.8% |
| 1Y | +18.0% | +32.7% | -14.7% | +6.4% |
| 3Y | +236.1% | +102.7% | +133.4% | +161.1% |
| 5Y | +527.9% | +187.6% | +340.3% | +327.0% |
| 10Y | +1,252.8% | +420.1% | +832.7% | +628.7% |
| All | +31,828.8% | +9,964.6% | +21,864.2% | +9,435.0% |
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