+40.5%
EEM vs IFF
+34.4%
+6.1%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +2.0% | +1.8% |
| 7D | +2.3% | -1.8% | +4.1% | +2.6% |
| 30D | +4.5% | -2.0% | +6.5% | +4.9% |
| 3M | -0.1% | +18.5% | -18.6% | -3.7% |
| 6M | +16.9% | +11.7% | +5.3% | +12.5% |
| YTD | +26.2% | +29.6% | -3.3% | +19.6% |
| 1Y | +40.5% | +35.0% | +5.6% | +31.7% |
| All | +40.5% | +34.4% | +6.1% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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