+1,088.8%
EMR vs IAG
+299.6%
+789.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.1% | +5.1% | +0.4% |
| 7D | +2.7% | -2.1% | +4.7% | +2.8% |
| 30D | +2.1% | -6.2% | +8.3% | +2.5% |
| 3M | +2.3% | -5.1% | +7.4% | +2.5% |
| 6M | +22.5% | -10.0% | +32.5% | +22.9% |
| YTD | +27.2% | +3.9% | +23.3% | +25.4% |
| 1Y | +28.0% | +18.9% | +9.2% | +24.7% |
| 3Y | +103.4% | +651.8% | -548.3% | +63.7% |
| 5Y | +88.2% | +416.3% | -328.1% | +51.3% |
| 10Y | +280.3% | +377.4% | -97.1% | +186.3% |
| All | +1,088.8% | +299.6% | +789.2% | +637.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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