+159.0%
IP vs EMB
+132.1%
+26.9%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.6% |
| 3M | +11.2% | -0.4% | +11.6% | +11.9% |
| 6M | -10.2% | +0.1% | -10.3% | -9.9% |
| YTD | -2.0% | +1.6% | -3.6% | -2.9% |
| 1Y | -19.1% | +5.6% | -24.7% | -22.6% |
| 3Y | +20.9% | +29.8% | -9.0% | -4.0% |
| 5Y | -17.8% | +7.3% | -25.1% | -22.7% |
| 10Y | +23.5% | +30.4% | -6.9% | -1.3% |
| All | +159.0% | +132.1% | +26.9% | +60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling