-45.6%
IT vs EME
+540.8%
-586.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | -12.7% | +0.9% | -13.7% | -12.9% |
| 30D | -8.9% | -8.4% | -0.5% | -7.9% |
| 3M | +10.1% | -3.6% | +13.7% | +9.4% |
| 6M | +7.3% | +3.6% | +3.7% | +3.3% |
| YTD | -32.4% | +22.5% | -54.9% | -38.7% |
| 1Y | -26.6% | +18.2% | -44.8% | -33.9% |
| 3Y | -51.8% | +238.4% | -290.2% | -74.5% |
| 5Y | -45.6% | +550.5% | -596.1% | -81.2% |
| All | -45.6% | +540.8% | -586.4% | -81.2% |
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 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