+1,344.7%
EME vs IFF
-20.3%
+1,364.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.5% |
| 7D | +3.5% | -3.2% | +6.7% | +4.6% |
| 30D | -6.3% | -0.3% | -6.0% | -6.4% |
| 3M | -3.8% | +8.4% | -12.2% | -7.0% |
| 6M | +8.5% | +23.0% | -14.5% | -0.3% |
| YTD | +27.8% | +25.5% | +2.3% | +15.8% |
| 1Y | +22.2% | +29.1% | -6.8% | +9.1% |
| 3Y | +253.5% | +31.7% | +221.8% | +201.8% |
| 5Y | +578.6% | -35.2% | +613.8% | +648.4% |
| All | +1,344.7% | -20.3% | +1,364.9% | +1,318.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling