+277.4%
EMR vs IRM
+418.7%
-141.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.4% | -0.9% |
| 7D | +0.9% | +3.0% | -2.1% | -0.3% |
| 30D | -5.0% | -5.2% | +0.3% | -3.0% |
| 3M | +5.9% | -8.0% | +14.0% | +9.3% |
| 6M | +7.3% | +9.2% | -1.8% | +3.2% |
| YTD | +14.6% | +41.0% | -26.4% | -1.0% |
| 1Y | +15.6% | +23.3% | -7.6% | +5.0% |
| 3Y | +60.2% | +102.8% | -42.7% | +14.8% |
| 5Y | +65.8% | +192.8% | -126.9% | -0.2% |
| 10Y | +277.4% | +439.6% | -162.3% | +71.2% |
| All | +277.4% | +418.7% | -141.3% | +71.2% |
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