+60,316.8%
EME vs IFF
+297.0%
+60,019.8%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +0.9% | -2.8% | +3.7% | +2.1% |
| 30D | -8.4% | -1.1% | -7.3% | -8.2% |
| 3M | -3.6% | +13.8% | -17.4% | -9.8% |
| 6M | +3.6% | +16.7% | -13.1% | -5.3% |
| YTD | +22.5% | +26.1% | -3.6% | +7.5% |
| 1Y | +18.2% | +33.5% | -15.3% | +0.5% |
| 3Y | +238.4% | +31.6% | +206.8% | +178.4% |
| 5Y | +550.5% | -34.9% | +585.4% | +604.4% |
| 10Y | +1,295.3% | -20.3% | +1,315.6% | +1,196.4% |
| All | +60,316.8% | +297.0% | +60,019.8% | +28,621.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling