+12.7%
EMR vs IR
-8.2%
+20.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -0.8% |
| 7D | -1.2% | -3.1% | +1.8% | +0.9% |
| 30D | -9.4% | -14.0% | +4.6% | +0.5% |
| 3M | +8.6% | +3.7% | +4.9% | +5.0% |
| 6M | +6.7% | -15.4% | +22.1% | +18.5% |
| YTD | +13.1% | -7.7% | +20.7% | +20.3% |
| 1Y | +12.7% | -8.8% | +21.6% | +21.1% |
| All | +12.7% | -8.2% | +20.9% | +21.1% |
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 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