+263.6%
EMR vs IT
+92.9%
+170.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.9% | -1.5% |
| 7D | -1.2% | -12.7% | +11.5% | +3.0% |
| 30D | -9.4% | -8.9% | -0.5% | -7.1% |
| 3M | +8.6% | +10.1% | -1.6% | +2.3% |
| 6M | +6.7% | +7.3% | -0.6% | -0.2% |
| YTD | +13.1% | -32.4% | +45.4% | +24.6% |
| 1Y | +12.7% | -26.6% | +39.4% | +19.1% |
| 3Y | +58.1% | -51.8% | +109.9% | +92.4% |
| 5Y | +63.6% | -45.6% | +109.3% | +82.9% |
| All | +263.6% | +92.9% | +170.7% | +126.3% |
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