+1,341.1%
EMR vs IBN
+1,772.2%
-431.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -2.0% | +11.1% | -13.1% | -4.4% |
| 30D | +2.8% | +23.9% | -21.0% | -2.3% |
| 3M | +2.0% | +16.3% | -14.3% | -1.8% |
| 6M | +20.7% | +34.2% | -13.5% | +12.4% |
| YTD | +27.3% | +17.6% | +9.7% | +22.3% |
| 1Y | +31.0% | +13.8% | +17.2% | +26.8% |
| 3Y | +103.6% | +57.0% | +46.6% | +81.4% |
| 5Y | +88.6% | +75.3% | +13.2% | +63.1% |
| 10Y | +280.6% | +388.7% | -108.0% | +153.1% |
| All | +1,341.1% | +1,772.2% | -431.1% | +561.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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