-13.5%
IP vs EME
+419.1%
-432.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.3% | -4.6% | -2.3% |
| 7D | -2.8% | +4.3% | -7.1% | -4.0% |
| 30D | +9.2% | -14.4% | +23.6% | +13.6% |
| 3M | -16.1% | -18.3% | +2.2% | -11.9% |
| 6M | +9.6% | -28.3% | +37.9% | +19.4% |
| YTD | -8.8% | +9.2% | -18.0% | -15.1% |
| 1Y | -5.5% | +4.3% | -9.8% | -10.7% |
| 3Y | +19.6% | +218.6% | -199.0% | -29.7% |
| 5Y | -13.5% | +421.0% | -434.5% | -62.0% |
| All | -13.5% | +419.1% | -432.6% | -62.0% |
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