-4.6%
IP vs EME
+3.0%
-7.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +2.0% | +1.5% |
| 7D | -0.3% | +8.4% | -8.7% | -1.2% |
| 30D | +7.9% | -11.5% | +19.4% | +9.0% |
| 3M | -15.3% | -20.6% | +5.3% | -13.5% |
| 6M | +10.5% | -28.5% | +39.0% | +14.7% |
| YTD | -9.4% | +8.0% | -17.4% | -14.0% |
| 1Y | -4.6% | +6.8% | -11.4% | -9.3% |
| All | -4.6% | +3.0% | -7.6% | -9.3% |
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 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