+758.4%
IVV vs EME
+12,429.3%
-11,671.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.3% | -5.0% | 0.0% |
| 7D | +0.1% | -4.4% | +4.5% | +1.2% |
| 30D | -3.3% | -17.3% | +13.9% | +2.3% |
| 3M | -2.4% | -20.0% | +17.7% | +4.0% |
| 6M | +2.6% | -29.1% | +31.7% | +12.5% |
| YTD | +11.3% | +6.9% | +4.3% | +5.6% |
| 1Y | +13.4% | +0.8% | +12.7% | +9.6% |
| 3Y | +80.3% | +214.4% | -134.1% | +13.2% |
| 5Y | +72.7% | +404.2% | -331.5% | -9.1% |
| 10Y | +309.6% | +941.9% | -632.3% | +59.6% |
| All | +758.4% | +12,429.3% | -11,671.0% | +61.7% |
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