+2,638.1%
EMR vs IT
+6,324.9%
-3,686.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.4% | -0.7% |
| 7D | -2.0% | -6.8% | +4.9% | -0.5% |
| 30D | +2.8% | -0.6% | +3.4% | +2.4% |
| 3M | +2.0% | +3.1% | -1.1% | +0.2% |
| 6M | +20.7% | +25.5% | -4.8% | +11.7% |
| YTD | +27.3% | -23.5% | +50.8% | +29.4% |
| 1Y | +31.0% | -16.6% | +47.6% | +30.6% |
| 3Y | +103.6% | -53.1% | +156.7% | +127.2% |
| 5Y | +88.6% | -41.4% | +130.0% | +98.1% |
| 10Y | +280.6% | +90.9% | +189.7% | +208.3% |
| All | +2,638.1% | +6,324.9% | -3,686.8% | +1,336.3% |
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 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