+32.0%
EMR vs IP
-5.8%
+37.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.5% |
| 7D | +2.8% | -0.3% | +3.1% | +3.0% |
| 30D | +3.7% | +7.9% | -4.3% | +0.9% |
| 3M | +2.0% | -15.3% | +17.3% | +7.8% |
| 6M | +22.1% | +10.5% | +11.6% | +17.3% |
| YTD | +27.2% | -9.4% | +36.6% | +29.0% |
| 1Y | +32.0% | -4.6% | +36.7% | +30.4% |
| All | +32.0% | -5.8% | +37.9% | +30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling