+261.9%
EMR vs IR
+332.9%
-71.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.2% |
| 7D | +2.8% | +2.5% | +0.3% | +1.4% |
| 30D | +3.7% | +9.2% | -5.5% | -1.7% |
| 3M | +2.0% | +0.9% | +1.1% | +1.2% |
| 6M | +22.1% | +19.2% | +2.9% | +9.6% |
| YTD | +27.2% | +7.5% | +19.8% | +21.3% |
| 1Y | +32.0% | +11.7% | +20.3% | +23.0% |
| 3Y | +103.3% | +23.9% | +79.4% | +76.8% |
| 5Y | +88.2% | +46.4% | +41.9% | +46.1% |
| All | +261.9% | +332.9% | -71.0% | +65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling