+83.4%
EMR vs IP
-12.0%
+95.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | -1.6% | -5.1% | +3.5% | +0.3% |
| 30D | +2.0% | +8.5% | -6.6% | -1.2% |
| 3M | +3.8% | -13.8% | +17.7% | +9.2% |
| 6M | +10.5% | +5.7% | +4.8% | +7.2% |
| YTD | +23.7% | -9.1% | +32.8% | +25.4% |
| 1Y | +25.4% | -0.8% | +26.2% | +22.8% |
| 3Y | +86.6% | +14.8% | +71.8% | +62.8% |
| All | +83.4% | -12.0% | +95.4% | +83.4% |
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 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