-3.5%
IR vs EME
+19.7%
-23.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.5% | +0.9% |
| 7D | -2.8% | +1.9% | -4.7% | -3.2% |
| 30D | -15.1% | -8.3% | -6.9% | -13.6% |
| 3M | +6.1% | -10.7% | +16.8% | +9.3% |
| 6M | -16.8% | +1.9% | -18.7% | -17.0% |
| YTD | -3.5% | +23.5% | -27.0% | -7.0% |
| 1Y | -3.5% | +18.0% | -21.5% | -9.2% |
| All | -3.5% | +19.7% | -23.2% | -9.2% |
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