+87.7%
EEM vs ICE
+40.8%
+46.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | +2.0% | -0.9% | +2.8% | +2.0% |
| 30D | +5.1% | +4.0% | +1.1% | +4.6% |
| 3M | +4.6% | +11.0% | -6.4% | +3.6% |
| 6M | +17.8% | -5.0% | +22.7% | +19.8% |
| YTD | +25.8% | -2.7% | +28.5% | +26.9% |
| 1Y | +36.4% | -8.6% | +45.0% | +39.9% |
| All | +87.7% | +40.8% | +46.9% | +69.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling