-2.1%
EME vs IFF
+44.8%
-47.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -4.9% | -4.7% | -9.6% |
| 7D | -5.8% | -3.3% | -2.5% | -5.7% |
| 30D | -17.9% | +5.3% | -23.2% | -17.9% |
| 3M | -22.0% | +8.9% | -30.9% | -22.1% |
| 6M | -29.7% | +26.3% | -56.0% | -30.3% |
| YTD | +4.7% | +32.2% | -27.5% | +4.4% |
| 1Y | -2.1% | +45.8% | -47.9% | -2.9% |
| All | -2.1% | +44.8% | -47.0% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling