+1,212.5%
EMR vs IBN
+1,491.4%
-278.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.2% |
| 7D | +3.1% | -2.2% | +5.2% | +3.6% |
| 30D | -3.5% | -2.3% | -1.3% | -3.1% |
| 3M | +9.8% | +15.9% | -6.1% | +6.0% |
| 6M | +10.8% | +5.6% | +5.2% | +9.4% |
| YTD | +15.9% | -0.1% | +16.0% | +15.9% |
| 1Y | +16.4% | -6.5% | +23.0% | +18.0% |
| 3Y | +62.1% | +29.3% | +32.8% | +51.4% |
| 5Y | +62.9% | +56.6% | +6.4% | +44.7% |
| 10Y | +267.8% | +314.4% | -46.6% | +153.8% |
| All | +1,212.5% | +1,491.4% | -278.9% | +526.5% |
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