+144.3%
IEMG vs IRM
+688.8%
-544.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | +1.6% | +3.0% | -1.4% | +0.8% |
| 30D | +4.6% | -5.2% | +9.9% | +6.1% |
| 3M | +4.8% | -8.0% | +12.9% | +6.9% |
| 6M | +16.8% | +9.2% | +7.7% | +13.8% |
| YTD | +24.8% | +41.0% | -16.2% | +13.4% |
| 1Y | +34.3% | +23.3% | +11.1% | +26.0% |
| 3Y | +87.0% | +102.8% | -15.9% | +49.9% |
| 5Y | +49.9% | +192.8% | -142.8% | +6.8% |
| 10Y | +144.8% | +439.6% | -294.9% | +39.0% |
| All | +144.3% | +688.8% | -544.6% | +24.3% |
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