+755.3%
IVV vs EME
+12,285.4%
-11,530.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.8% | 0.0% |
| 7D | -0.6% | -8.8% | +8.2% | +2.1% |
| 30D | -3.7% | -18.2% | +14.5% | +2.3% |
| 3M | -2.7% | -20.2% | +17.5% | +3.7% |
| 6M | +2.2% | -29.9% | +32.1% | +12.5% |
| YTD | +10.9% | +5.7% | +5.2% | +5.6% |
| 1Y | +11.3% | -1.5% | +12.8% | +8.3% |
| 3Y | +76.9% | +208.4% | -131.6% | +11.8% |
| 5Y | +73.5% | +401.9% | -328.4% | -8.5% |
| 10Y | +307.4% | +914.2% | -606.8% | +60.1% |
| All | +755.3% | +12,285.4% | -11,530.1% | +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