+143.7%
EEM vs IBKR
+1,349.8%
-1,206.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +0.4% |
| 7D | -1.3% | -1.3% | +0.1% | -0.7% |
| 30D | +2.1% | -0.2% | +2.3% | +1.9% |
| 3M | +1.0% | +3.0% | -1.9% | -0.8% |
| 6M | +15.9% | +33.9% | -17.9% | +2.3% |
| YTD | +24.6% | +42.5% | -17.9% | +6.7% |
| 1Y | +32.3% | +44.9% | -12.6% | +11.7% |
| 3Y | +85.9% | +293.0% | -207.1% | -2.4% |
| 5Y | +45.4% | +497.7% | -452.3% | -39.1% |
| 10Y | +130.1% | +1,004.4% | -874.3% | -34.2% |
| All | +143.7% | +1,349.8% | -1,206.1% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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