+32.3%
EEM vs ICE
-7.7%
+40.0%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.2% | +1.4% |
| 7D | -1.3% | -2.4% | +1.1% | -1.5% |
| 30D | +2.1% | +4.0% | -1.9% | +2.5% |
| 3M | +1.0% | +13.7% | -12.6% | +2.8% |
| 6M | +15.9% | +0.9% | +15.0% | +18.3% |
| YTD | +24.6% | -2.1% | +26.8% | +26.8% |
| 1Y | +32.3% | -9.5% | +41.8% | +32.4% |
| All | +32.3% | -7.7% | +40.0% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 1y: compounded portfolio wealth divided by compounded ICE 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…
1y analysis · Full analysis span regression · 6 months rolling