+32.0%
EMR vs IR
+10.2%
+21.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.2% |
| 7D | +2.8% | +2.5% | +0.3% | +1.2% |
| 30D | +3.7% | +9.2% | -5.5% | -2.5% |
| 3M | +2.0% | +0.9% | +1.1% | +1.3% |
| 6M | +22.1% | +19.2% | +2.9% | +6.7% |
| YTD | +27.2% | +7.5% | +19.8% | +21.4% |
| 1Y | +32.0% | +11.7% | +20.3% | +23.4% |
| All | +32.0% | +10.2% | +21.8% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling