+237.7%
EEM vs ICE
+2,600.8%
-2,363.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.5% |
| 7D | +2.7% | +3.6% | -0.9% | +1.3% |
| 30D | -5.4% | +15.1% | -20.5% | -10.8% |
| 3M | -8.6% | +15.4% | -24.0% | -14.1% |
| 6M | -8.9% | +16.1% | -25.0% | -15.2% |
| YTD | +11.9% | +11.4% | +0.6% | +5.1% |
| 1Y | +13.1% | +18.5% | -5.4% | +3.5% |
| 3Y | +70.7% | +70.5% | +0.1% | +33.1% |
| 5Y | +31.8% | +40.9% | -9.2% | +9.4% |
| 10Y | +119.5% | +260.6% | -141.0% | +21.2% |
| All | +237.7% | +2,600.8% | -2,363.1% | -10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling