+1,778.3%
IT vs EME
+62,686.4%
-60,908.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +2.5% | -9.9% | -8.2% |
| 7D | -9.1% | +5.2% | -14.3% | -10.7% |
| 30D | -7.0% | -5.4% | -1.7% | -5.8% |
| 3M | +7.6% | -6.1% | +13.7% | +6.6% |
| 6M | +2.1% | +9.7% | -7.5% | -5.2% |
| YTD | -31.6% | +26.6% | -58.2% | -40.1% |
| 1Y | -29.9% | +24.6% | -54.5% | -39.2% |
| 3Y | -51.3% | +249.6% | -300.9% | -71.9% |
| 5Y | -44.8% | +556.6% | -601.3% | -74.7% |
| 10Y | +91.4% | +1,286.6% | -1,195.3% | -35.1% |
| All | +1,778.3% | +62,686.4% | -60,908.1% | +167.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling