-21.3%
IT vs EME
+19.7%
-40.9%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.7% | -6.4% | -4.1% |
| 7D | -6.0% | +1.9% | -7.9% | -5.5% |
| 30D | 0.0% | -8.3% | +8.3% | -2.4% |
| 3M | +13.1% | -10.7% | +23.8% | +12.8% |
| 6M | +11.7% | +1.9% | +9.8% | +12.8% |
| YTD | -26.1% | +23.5% | -49.6% | -25.1% |
| 1Y | -21.3% | +18.0% | -39.2% | -16.3% |
| All | -21.3% | +19.7% | -40.9% | -16.3% |
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