+22.4%
IP vs EME
+948.4%
-926.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.3% | -4.6% | -2.7% |
| 7D | -2.8% | +4.3% | -7.1% | -4.6% |
| 30D | +9.2% | -14.4% | +23.6% | +15.5% |
| 3M | -16.1% | -18.3% | +2.2% | -10.1% |
| 6M | +9.6% | -28.3% | +37.9% | +22.7% |
| YTD | -8.8% | +9.2% | -18.0% | -17.0% |
| 1Y | -5.5% | +4.3% | -9.8% | -12.4% |
| 3Y | +19.6% | +218.6% | -199.0% | -40.5% |
| 5Y | -13.5% | +421.0% | -434.5% | -68.0% |
| 10Y | +22.4% | +928.3% | -905.9% | -70.3% |
| All | +22.4% | +948.4% | -926.0% | -70.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling