+280.0%
EMR vs IP
+24.7%
+255.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | 0.0% | -0.6% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | +3.5% | +9.4% | -5.8% | -1.1% |
| 3M | +5.9% | -14.1% | +20.0% | +13.4% |
| 6M | +19.4% | +9.2% | +10.3% | +12.6% |
| YTD | +27.7% | -7.5% | +35.2% | +28.3% |
| 1Y | +30.9% | -2.8% | +33.7% | +28.0% |
| 3Y | +104.2% | +21.2% | +82.9% | +63.2% |
| 5Y | +89.6% | -11.5% | +101.1% | +78.8% |
| 10Y | +280.0% | +23.7% | +256.3% | +179.7% |
| All | +280.0% | +24.7% | +255.3% | +179.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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