+138.1%
IP vs EMB
+126.0%
+12.2%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.4% | -3.5% |
| 7D | -5.0% | -0.3% | -4.7% | -4.7% |
| 30D | +6.5% | +1.1% | +5.4% | +5.5% |
| 3M | -18.0% | -2.9% | -15.1% | -15.5% |
| 6M | +10.3% | -2.1% | +12.4% | +13.1% |
| YTD | -9.9% | -1.1% | -8.8% | -8.2% |
| 1Y | -1.1% | +0.3% | -1.4% | -0.5% |
| 3Y | +13.0% | +27.7% | -14.7% | -8.6% |
| 5Y | -12.3% | +6.0% | -18.2% | -16.2% |
| 10Y | +26.8% | +29.1% | -2.3% | +2.7% |
| All | +138.1% | +126.0% | +12.2% | +51.6% |
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