+65.8%
EMR vs IEF
-8.6%
+74.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | +0.9% | -0.3% | +1.2% | +0.9% |
| 30D | -5.0% | -0.6% | -4.4% | -4.9% |
| 3M | +5.9% | -1.0% | +6.9% | +5.9% |
| 6M | +7.3% | -3.1% | +10.4% | +7.1% |
| YTD | +14.6% | -1.9% | +16.4% | +14.5% |
| 1Y | +15.6% | -1.4% | +17.0% | +15.7% |
| 3Y | +60.2% | +9.8% | +50.4% | +61.1% |
| 5Y | +65.8% | -8.8% | +74.7% | +44.9% |
| All | +65.8% | -8.6% | +74.4% | +44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling