+1,054.0%
IJH vs EME
+15,255.0%
-14,201.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.3% | -3.5% | -0.9% |
| 7D | -1.9% | +3.5% | -5.4% | -3.3% |
| 30D | -4.6% | -6.3% | +1.7% | -2.4% |
| 3M | -1.2% | -3.8% | +2.6% | -1.2% |
| 6M | +9.4% | +8.5% | +0.9% | +3.6% |
| YTD | +13.3% | +27.8% | -14.5% | -0.1% |
| 1Y | +13.4% | +22.2% | -8.8% | +0.3% |
| 3Y | +50.4% | +253.5% | -203.0% | -17.8% |
| 5Y | +49.0% | +578.6% | -529.7% | -38.7% |
| 10Y | +182.6% | +1,355.6% | -1,173.0% | -18.1% |
| All | +1,054.0% | +15,255.0% | -14,201.0% | +54.2% |
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