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  • IR vs EME✓SelectedUSD · EMEIR vs EME performance historyLatest closeAs of-2.04%09/09
Stock and ETF performance explorer

IR vs EME

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+37.3%
EME return
+544.7%
Excess return
-507.4%
Maximum drawdown
-36.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioEMEExcessAlpha
1D-2.0%-2.4%+0.4%-1.0%
7D-1.9%+2.7%-4.6%-3.0%
30D-15.0%-6.8%-8.2%-12.7%
3M-0.4%-8.8%+8.4%+2.2%
6M-15.0%+5.0%-20.0%-18.4%
YTD-7.1%+23.5%-30.5%-17.7%
1Y-7.5%+21.3%-28.8%-19.5%
3Y+6.3%+241.1%-234.8%-53.0%
5Y+37.3%+549.2%-511.8%-63.0%
All+37.3%+544.7%-507.4%-63.0%

Cumulative growth

Daily Returns

Daily percentage return beside EME.

Daily Out/Under-Performance

Portfolio return minus EME return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × EME 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 5y: compounded portfolio wealth divided by compounded EME 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…

5y analysis · Full analysis span regression · 6 months rolling