+293.0%
IBKR vs EME
+252.2%
+40.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.3% | -2.1% | +0.2% |
| 7D | -1.3% | +3.5% | -4.9% | -3.0% |
| 30D | -0.2% | -6.3% | +6.1% | +2.6% |
| 3M | +3.0% | -3.8% | +6.7% | +3.6% |
| 6M | +33.9% | +8.5% | +25.3% | +26.1% |
| YTD | +42.5% | +27.8% | +14.7% | +23.2% |
| 1Y | +44.9% | +22.2% | +22.6% | +25.4% |
| 3Y | +293.0% | +253.5% | +39.5% | +124.7% |
| All | +293.0% | +252.2% | +40.8% | +124.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling