+28.3%
EMR vs IRE
-97.8%
+126.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -13.5% | +13.4% | +0.5% |
| 7D | +2.7% | +11.1% | -8.5% | +1.7% |
| 30D | +2.1% | -75.2% | +77.2% | +7.2% |
| 3M | +2.3% | -86.4% | +88.6% | +9.6% |
| 6M | +22.5% | -94.8% | +117.3% | +33.9% |
| YTD | +27.2% | -93.3% | +120.5% | +32.5% |
| 1Y | +28.0% | -97.5% | +125.5% | +34.6% |
| All | +28.3% | -97.8% | +126.1% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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