+22.6%
IP vs EME
+1,261.2%
-1,238.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.5% |
| 7D | -5.3% | +1.9% | -7.2% | -6.0% |
| 30D | -10.9% | -8.3% | -2.6% | -7.8% |
| 3M | +11.2% | -10.7% | +21.9% | +14.9% |
| 6M | -10.2% | +1.9% | -12.1% | -13.4% |
| YTD | -2.0% | +23.5% | -25.5% | -14.1% |
| 1Y | -19.1% | +18.0% | -37.1% | -28.3% |
| 3Y | +20.9% | +236.1% | -215.3% | -39.7% |
| 5Y | -17.8% | +527.9% | -545.7% | -71.5% |
| All | +22.6% | +1,261.2% | -1,238.6% | -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