+140.8%
IEMG vs IRM
+440.8%
-300.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +0.7% |
| 7D | -1.3% | -1.4% | +0.1% | -0.9% |
| 30D | +1.9% | -7.4% | +9.3% | +3.9% |
| 3M | +1.4% | -7.4% | +8.8% | +3.2% |
| 6M | +15.2% | +8.7% | +6.5% | +12.3% |
| YTD | +23.8% | +40.9% | -17.1% | +12.5% |
| 1Y | +30.7% | +20.5% | +10.1% | +23.3% |
| 3Y | +83.3% | +101.7% | -18.4% | +46.6% |
| 5Y | +48.8% | +197.7% | -148.9% | +4.9% |
| All | +140.8% | +440.8% | -300.0% | +32.8% |
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