+280.6%
EMR vs IT
+90.8%
+189.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.4% | -0.9% |
| 7D | -2.0% | -6.8% | +4.9% | +0.2% |
| 30D | +2.8% | -0.6% | +3.4% | +2.1% |
| 3M | +2.0% | +3.1% | -1.1% | -0.9% |
| 6M | +20.7% | +25.5% | -4.8% | +6.6% |
| YTD | +27.3% | -23.5% | +50.8% | +33.0% |
| 1Y | +31.0% | -16.6% | +47.6% | +31.9% |
| 3Y | +103.6% | -53.1% | +156.7% | +154.0% |
| 5Y | +88.6% | -41.4% | +130.0% | +105.0% |
| All | +280.6% | +90.8% | +189.8% | +123.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling