+23.2%
IP vs EMB
+30.1%
-6.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -5.1% | -0.1% | -5.0% | -4.9% |
| 30D | +8.5% | +1.3% | +7.2% | +7.1% |
| 3M | -13.8% | -2.2% | -11.6% | -11.4% |
| 6M | +5.7% | -2.3% | +8.1% | +9.2% |
| YTD | -9.1% | -0.6% | -8.5% | -7.7% |
| 1Y | -0.8% | +0.5% | -1.3% | -0.4% |
| 3Y | +14.8% | +29.4% | -14.6% | -10.8% |
| 5Y | -11.5% | +6.5% | -18.0% | -15.3% |
| All | +23.2% | +30.1% | -6.8% | +3.3% |
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