+15.9%
IP vs EME
+910.4%
-894.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.8% |
| 7D | -0.9% | +11.3% | -12.2% | -5.2% |
| 30D | +6.7% | -14.6% | +21.2% | +12.9% |
| 3M | -16.6% | -20.4% | +3.9% | -9.6% |
| 6M | +6.0% | -28.3% | +34.3% | +18.6% |
| YTD | -10.7% | +8.6% | -19.2% | -18.5% |
| 1Y | -6.7% | +3.2% | -9.9% | -13.1% |
| 3Y | +17.1% | +216.8% | -199.6% | -41.5% |
| 5Y | -14.6% | +417.5% | -432.0% | -68.2% |
| All | +15.9% | +910.4% | -894.4% | -71.1% |
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 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