+4,374.6%
EMR vs IP
+345.0%
+4,029.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +1.8% |
| 7D | +1.6% | +3.4% | -1.8% | +0.2% |
| 30D | +5.0% | +11.2% | -6.2% | +0.4% |
| 3M | +7.7% | -14.8% | +22.4% | +14.1% |
| 6M | +26.8% | +17.3% | +9.5% | +17.7% |
| YTD | +29.9% | -6.2% | +36.0% | +29.9% |
| 1Y | +25.7% | +2.3% | +23.3% | +21.2% |
| 3Y | +95.4% | +17.7% | +77.7% | +71.1% |
| 5Y | +93.7% | -8.4% | +102.1% | +85.3% |
| 10Y | +340.4% | +32.1% | +308.3% | +259.2% |
| All | +4,374.6% | +345.0% | +4,029.7% | +1,730.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling