-19.1%
IP vs EME
+19.7%
-38.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.9% |
| 7D | -5.3% | +1.9% | -7.2% | -5.6% |
| 30D | -10.9% | -8.3% | -2.6% | -9.5% |
| 3M | +11.2% | -10.7% | +21.9% | +13.7% |
| 6M | -10.2% | +1.9% | -12.1% | -12.2% |
| YTD | -2.0% | +23.5% | -25.5% | -10.5% |
| 1Y | -19.1% | +18.0% | -37.1% | -19.1% |
| All | -19.1% | +19.7% | -38.8% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling