+2.0%
IBKR vs EME
-9.2%
+11.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -6.9% | +0.3% | -3.7% |
| 7D | -11.1% | -13.6% | +2.6% | -5.6% |
| 30D | -19.7% | -27.8% | +8.1% | -8.0% |
| 3M | -18.0% | -27.6% | +9.6% | -6.3% |
| 6M | -13.2% | -36.1% | +23.0% | +6.7% |
| YTD | +13.4% | -2.5% | +15.9% | +0.8% |
| 1Y | +2.0% | -11.7% | +13.6% | -0.6% |
| All | +2.0% | -9.2% | +11.2% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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