+26.5%
IP vs EME
+933.6%
-907.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | -0.1% |
| 7D | -5.1% | -10.5% | +5.4% | -1.2% |
| 30D | +8.5% | -22.4% | +30.9% | +19.6% |
| 3M | -13.8% | -24.7% | +10.9% | -4.5% |
| 6M | +5.7% | -35.5% | +41.2% | +23.8% |
| YTD | -9.1% | -0.3% | -8.8% | -14.1% |
| 1Y | -0.8% | -6.7% | +5.9% | -3.6% |
| 3Y | +14.8% | +190.6% | -175.8% | -40.6% |
| 5Y | -11.5% | +367.3% | -378.8% | -65.6% |
| All | +26.5% | +933.6% | -907.1% | -68.6% |
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