+1,677.7%
EMR vs IRM
+9,658.3%
-7,980.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.7% |
| 7D | -2.0% | -5.3% | +3.3% | -0.5% |
| 30D | +2.8% | -2.3% | +5.2% | +3.5% |
| 3M | +2.0% | -7.4% | +9.4% | +4.1% |
| 6M | +20.7% | -12.2% | +32.9% | +25.2% |
| YTD | +27.3% | +38.6% | -11.3% | +14.6% |
| 1Y | +31.0% | +14.9% | +16.1% | +24.6% |
| 3Y | +103.6% | +108.2% | -4.6% | +59.5% |
| 5Y | +88.6% | +183.8% | -95.3% | +33.3% |
| 10Y | +280.6% | +512.6% | -232.0% | +110.4% |
| All | +1,677.7% | +9,658.3% | -7,980.6% | +553.4% |
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