+24.8%
EMR vs IRE
-97.2%
+122.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +39.6% | -39.7% | -2.0% |
| 7D | -1.6% | -27.2% | +25.6% | -1.0% |
| 30D | +2.0% | -75.1% | +77.1% | +7.1% |
| 3M | +3.8% | -77.9% | +81.7% | +8.7% |
| 6M | +10.5% | -94.6% | +105.1% | +20.7% |
| YTD | +23.7% | -91.5% | +115.3% | +27.7% |
| 1Y | +25.4% | -97.8% | +123.2% | +31.3% |
| All | +24.8% | -97.2% | +122.0% | +29.8% |
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