+229.7%
EMR vs IR
+282.2%
-52.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.5% |
| 7D | +3.1% | +0.6% | +2.4% | +2.7% |
| 30D | -3.5% | -13.6% | +10.1% | +5.0% |
| 3M | +9.8% | +3.7% | +6.1% | +7.2% |
| 6M | +10.8% | -13.1% | +23.8% | +19.8% |
| YTD | +15.9% | -5.1% | +21.1% | +19.2% |
| 1Y | +16.4% | -6.5% | +22.9% | +20.4% |
| 3Y | +62.1% | +8.5% | +53.6% | +52.4% |
| 5Y | +62.9% | +43.3% | +19.6% | +28.9% |
| All | +229.7% | +282.2% | -52.4% | +63.1% |
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