+4,169.1%
EMR vs IP
+327.4%
+3,841.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.0% | -0.6% | -3.0% |
| 7D | -4.8% | -5.0% | +0.2% | -2.9% |
| 30D | +0.7% | +6.5% | -5.8% | -1.9% |
| 3M | +0.4% | -18.0% | +18.5% | +8.2% |
| 6M | +18.4% | +10.3% | +8.1% | +12.6% |
| YTD | +23.9% | -9.9% | +33.8% | +26.0% |
| 1Y | +24.7% | -1.1% | +25.8% | +21.9% |
| 3Y | +86.4% | +13.0% | +73.4% | +65.9% |
| 5Y | +83.3% | -12.3% | +95.6% | +78.5% |
| 10Y | +320.2% | +26.8% | +293.3% | +248.3% |
| All | +4,169.1% | +327.4% | +3,841.7% | +1,675.0% |
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