+2,636.7%
EMR vs IT
+6,296.6%
-3,659.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | +2.8% | +1.1% | +1.8% | +2.6% |
| 30D | +3.7% | -1.8% | +5.5% | +3.5% |
| 3M | +2.0% | +4.8% | -2.8% | -0.1% |
| 6M | +22.1% | +33.0% | -10.9% | +11.6% |
| YTD | +27.2% | -23.8% | +51.1% | +29.5% |
| 1Y | +32.0% | -16.5% | +48.5% | +31.6% |
| 3Y | +103.3% | -53.6% | +156.9% | +127.3% |
| 5Y | +88.2% | -42.1% | +130.3% | +98.3% |
| 10Y | +280.4% | +90.1% | +190.3% | +208.4% |
| All | +2,636.7% | +6,296.6% | -3,659.9% | +1,336.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling