+1,428.5%
IBKR vs EME
+2,541.7%
-1,113.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.3% | -2.1% | +0.2% |
| 7D | -1.3% | +3.5% | -4.9% | -2.9% |
| 30D | -0.2% | -6.3% | +6.1% | +2.4% |
| 3M | +3.0% | -3.8% | +6.7% | +3.3% |
| 6M | +33.9% | +8.5% | +25.3% | +26.7% |
| YTD | +42.5% | +27.8% | +14.7% | +24.8% |
| 1Y | +44.9% | +22.2% | +22.6% | +27.9% |
| 3Y | +293.0% | +253.5% | +39.5% | +109.6% |
| 5Y | +497.7% | +578.6% | -81.0% | +133.2% |
| 10Y | +1,004.4% | +1,355.6% | -351.2% | +183.4% |
| All | +1,428.5% | +2,541.7% | -1,113.1% | +131.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling