-16.1%
IP vs EME
+529.3%
-545.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.7% |
| 7D | -5.3% | +1.9% | -7.2% | -5.8% |
| 30D | -10.9% | -8.3% | -2.6% | -8.7% |
| 3M | +11.2% | -10.7% | +21.9% | +14.2% |
| 6M | -10.2% | +1.9% | -12.1% | -12.4% |
| YTD | -2.0% | +23.5% | -25.5% | -11.1% |
| 1Y | -19.1% | +18.0% | -37.1% | -25.7% |
| 3Y | +20.9% | +236.1% | -215.3% | -27.8% |
| All | -16.1% | +529.3% | -545.4% | -63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling