+62.7%
EMR vs IP
-17.2%
+79.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +0.9% |
| 7D | -1.5% | -5.3% | +3.7% | +0.4% |
| 30D | -5.6% | -10.9% | +5.2% | -1.7% |
| 3M | +7.9% | +11.2% | -3.2% | +3.3% |
| 6M | +6.0% | -10.2% | +16.2% | +8.9% |
| YTD | +16.4% | -2.0% | +18.4% | +15.3% |
| 1Y | +16.6% | -19.1% | +35.7% | +23.1% |
| 3Y | +62.9% | +20.9% | +42.0% | +41.4% |
| All | +62.7% | -17.2% | +79.9% | +57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling