+776.1%
IVV vs EME
+14,365.0%
-13,588.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -1.0% |
| 7D | +0.1% | +1.9% | -1.8% | -0.5% |
| 30D | +0.1% | -8.3% | +8.3% | +2.7% |
| 3M | +2.0% | -10.7% | +12.7% | +4.6% |
| 6M | +13.0% | +1.9% | +11.1% | +10.4% |
| YTD | +13.6% | +23.5% | -9.9% | +3.6% |
| 1Y | +20.1% | +18.0% | +2.1% | +9.9% |
| 3Y | +77.6% | +236.1% | -158.5% | +9.8% |
| 5Y | +82.5% | +527.9% | -445.4% | -10.2% |
| 10Y | +316.5% | +1,252.8% | -936.2% | +49.7% |
| All | +776.1% | +14,365.0% | -13,588.9% | +58.7% |
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