+148.0%
IP vs EMB
+127.1%
+20.8%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +0.5% |
| 7D | +3.4% | +0.7% | +2.7% | +2.7% |
| 30D | +11.2% | +2.3% | +8.9% | +8.9% |
| 3M | -14.8% | -2.5% | -12.3% | -12.5% |
| 6M | +17.3% | -1.1% | +18.4% | +19.2% |
| YTD | -6.2% | -0.6% | -5.6% | -4.9% |
| 1Y | +2.3% | +0.6% | +1.7% | +2.6% |
| 3Y | +17.7% | +28.4% | -10.7% | -5.3% |
| 5Y | -8.4% | +7.3% | -15.8% | -13.6% |
| 10Y | +32.1% | +29.8% | +2.3% | +6.4% |
| All | +148.0% | +127.1% | +20.8% | +57.1% |
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