+273.0%
EMR vs IFF
-20.3%
+293.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.8% |
| 7D | -0.4% | -3.2% | +2.8% | +0.9% |
| 30D | -6.8% | -0.3% | -6.5% | -6.7% |
| 3M | +7.5% | +8.4% | -1.0% | +3.4% |
| 6M | +9.9% | +23.0% | -13.2% | -0.1% |
| YTD | +16.0% | +25.5% | -9.5% | +4.1% |
| 1Y | +12.4% | +29.1% | -16.6% | -0.8% |
| 3Y | +60.2% | +31.7% | +28.6% | +36.5% |
| 5Y | +67.9% | -35.2% | +103.1% | +88.8% |
| All | +273.0% | -20.3% | +293.3% | +267.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 10y: compounded portfolio wealth divided by compounded IFF 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…
10y analysis · Full analysis span regression · 6 months rolling