+3,846.9%
EMR vs IFF
+833.5%
+3,013.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.5% |
| 7D | +0.9% | -3.0% | +3.9% | +2.3% |
| 30D | -5.0% | -0.9% | -4.0% | -4.6% |
| 3M | +5.9% | +11.8% | -5.9% | +0.4% |
| 6M | +7.3% | +16.5% | -9.2% | -0.8% |
| YTD | +14.6% | +26.5% | -12.0% | +1.8% |
| 1Y | +15.6% | +32.7% | -17.1% | +0.1% |
| 3Y | +60.2% | +32.0% | +28.2% | +35.6% |
| 5Y | +65.8% | -36.1% | +101.9% | +85.3% |
| 10Y | +277.4% | -20.1% | +297.4% | +264.5% |
| All | +3,846.9% | +833.5% | +3,013.5% | +1,173.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling