+1,056.9%
EMR vs IEF
+129.4%
+927.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +1.7% |
| 7D | -1.5% | -0.3% | -1.2% | -1.8% |
| 30D | -5.6% | -0.8% | -4.8% | -6.5% |
| 3M | +7.9% | -1.0% | +8.9% | +6.6% |
| 6M | +6.0% | -2.8% | +8.8% | +2.3% |
| YTD | +16.4% | -1.5% | +17.9% | +14.0% |
| 1Y | +16.6% | -0.4% | +17.0% | +15.6% |
| 3Y | +62.9% | +9.7% | +53.2% | +80.6% |
| 5Y | +60.1% | -8.3% | +68.4% | +37.0% |
| 10Y | +268.8% | +4.6% | +264.1% | +292.4% |
| All | +1,056.9% | +129.4% | +927.6% | +3,928.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling