+44.7%
IBKR vs EME
+19.7%
+25.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -1.0% |
| 7D | -3.3% | +1.9% | -5.2% | -4.0% |
| 30D | +4.5% | -8.3% | +12.7% | +8.0% |
| 3M | +6.5% | -10.7% | +17.2% | +10.9% |
| 6M | +34.2% | +1.9% | +32.3% | +30.9% |
| YTD | +44.5% | +23.5% | +21.0% | +29.2% |
| 1Y | +44.7% | +18.0% | +26.7% | +24.3% |
| All | +44.7% | +19.7% | +25.0% | +24.3% |
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