+21.2%
IP vs EME
+208.9%
-187.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.9% |
| 7D | 0.0% | -8.8% | +8.8% | +2.0% |
| 30D | +9.4% | -18.2% | +27.6% | +14.4% |
| 3M | -14.1% | -20.2% | +6.2% | -9.9% |
| 6M | +9.2% | -29.9% | +39.1% | +18.2% |
| YTD | -7.5% | +5.7% | -13.3% | -12.6% |
| 1Y | -2.8% | -1.5% | -1.3% | -6.1% |
| 3Y | +21.2% | +208.4% | -187.2% | -13.6% |
| All | +21.2% | +208.9% | -187.7% | -13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling