+62.1%
EMR vs IRM
+101.2%
-39.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.2% |
| 7D | +3.1% | +1.6% | +1.4% | +2.4% |
| 30D | -3.5% | -4.2% | +0.7% | -2.1% |
| 3M | +9.8% | -5.4% | +15.1% | +11.8% |
| 6M | +10.8% | +12.0% | -1.2% | +6.1% |
| YTD | +15.9% | +42.0% | -26.1% | +1.6% |
| 1Y | +16.4% | +29.9% | -13.4% | +4.8% |
| 3Y | +62.1% | +104.4% | -42.3% | +12.7% |
| All | +62.1% | +101.2% | -39.1% | +12.7% |
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