+928.4%
EMR vs IJH
+1,055.9%
-127.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.1% |
| 7D | +0.9% | -0.7% | +1.6% | +1.7% |
| 30D | -5.0% | -3.8% | -1.1% | -1.1% |
| 3M | +5.9% | 0.0% | +5.9% | +6.2% |
| 6M | +7.3% | +8.8% | -1.4% | -0.4% |
| YTD | +14.6% | +13.5% | +1.0% | +2.3% |
| 1Y | +15.6% | +15.4% | +0.2% | +1.7% |
| 3Y | +60.2% | +50.9% | +9.3% | +9.0% |
| 5Y | +65.8% | +47.8% | +18.0% | +13.4% |
| 10Y | +277.4% | +183.1% | +94.3% | +38.9% |
| All | +928.4% | +1,055.9% | -127.5% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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