+14.8%
IP vs EMB
+28.2%
-13.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -5.1% | -0.1% | -5.0% | -4.8% |
| 30D | +8.5% | +1.3% | +7.2% | +6.3% |
| 3M | -13.8% | -2.7% | -11.1% | -9.5% |
| 6M | +5.7% | -2.8% | +8.6% | +11.6% |
| YTD | -9.1% | -1.1% | -8.0% | -6.1% |
| 1Y | -0.8% | 0.0% | -0.8% | +1.1% |
| 3Y | +14.8% | +28.8% | -14.0% | -7.2% |
| All | +14.8% | +28.2% | -13.4% | -7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling