+62.1%
EMR vs IR
+10.0%
+52.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.5% | +0.9% |
| 7D | -1.5% | -2.8% | +1.3% | +0.4% |
| 30D | -5.6% | -15.1% | +9.5% | +5.3% |
| 3M | +7.9% | +6.1% | +1.9% | +3.3% |
| 6M | +6.0% | -16.8% | +22.8% | +19.0% |
| YTD | +16.4% | -3.5% | +20.0% | +18.8% |
| 1Y | +16.6% | -3.5% | +20.1% | +18.5% |
| All | +62.1% | +10.0% | +52.1% | +55.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling