+699.9%
IYR vs EME
+13,843.5%
-13,143.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -1.1% |
| 7D | -0.4% | +5.2% | -5.5% | -2.3% |
| 30D | -2.5% | -5.4% | +2.8% | -0.7% |
| 3M | +1.5% | -6.1% | +7.6% | +1.7% |
| 6M | +3.9% | +9.7% | -5.8% | -2.8% |
| YTD | +9.5% | +26.6% | -17.0% | -3.9% |
| 1Y | +7.5% | +24.6% | -17.2% | -7.0% |
| 3Y | +30.8% | +249.6% | -218.8% | -31.2% |
| 5Y | +4.8% | +556.6% | -551.8% | -59.0% |
| 10Y | +64.3% | +1,286.6% | -1,222.3% | -57.6% |
| All | +699.9% | +13,843.5% | -13,143.6% | +10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling