+104.0%
EMR vs IRM
+106.5%
-2.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | +0.7% | -5.1% | +5.8% | +2.5% |
| 30D | +3.5% | -3.3% | +6.8% | +4.7% |
| 3M | +5.9% | -8.2% | +14.1% | +8.9% |
| 6M | +19.4% | -12.8% | +32.2% | +25.0% |
| YTD | +27.7% | +36.6% | -8.9% | +13.8% |
| 1Y | +30.9% | +11.9% | +19.0% | +24.5% |
| All | +104.0% | +106.5% | -2.6% | +51.7% |
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