+103.3%
EMR vs IEF
+10.9%
+92.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +2.8% | -2.0% | +4.8% | +3.2% |
| 30D | +3.7% | +0.7% | +3.0% | +3.5% |
| 3M | +2.0% | -2.5% | +4.5% | +2.5% |
| 6M | +22.1% | -2.6% | +24.7% | +22.6% |
| YTD | +27.2% | -3.2% | +30.4% | +27.8% |
| 1Y | +32.0% | -3.0% | +35.1% | +32.6% |
| 3Y | +103.3% | +10.5% | +92.7% | +99.5% |
| All | +103.3% | +10.9% | +92.4% | +99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 3y: compounded portfolio wealth divided by compounded IEF 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…
3y analysis · Full analysis span regression · 6 months rolling