+22.9%
IP vs EMB
+30.0%
-7.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -5.3% | 0.0% | -5.3% | -5.2% |
| 30D | -10.9% | -0.3% | -10.6% | -10.5% |
| 3M | +11.2% | -0.4% | +11.6% | +12.0% |
| 6M | -10.2% | +0.1% | -10.3% | -9.9% |
| YTD | -2.0% | +1.6% | -3.6% | -3.0% |
| 1Y | -19.1% | +5.6% | -24.7% | -23.0% |
| 3Y | +20.9% | +29.8% | -9.0% | -6.7% |
| 5Y | -17.8% | +7.3% | -25.1% | -22.1% |
| All | +22.9% | +30.0% | -7.0% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling