+70.7%
EEM vs ICE
+69.4%
+1.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.4% |
| 7D | +2.7% | +3.6% | -0.9% | +2.5% |
| 30D | -5.4% | +15.1% | -20.5% | -6.0% |
| 3M | -8.6% | +15.4% | -24.0% | -9.3% |
| 6M | -8.9% | +16.1% | -25.0% | -8.9% |
| YTD | +11.9% | +11.4% | +0.6% | +12.2% |
| 1Y | +13.1% | +18.5% | -5.4% | +11.7% |
| 3Y | +70.7% | +70.5% | +0.1% | +51.5% |
| All | +70.7% | +69.4% | +1.3% | +51.5% |
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