+128.5%
EEM vs IFF
-20.3%
+148.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | -1.3% | -3.2% | +1.9% | -0.4% |
| 30D | +2.1% | -0.3% | +2.4% | +2.1% |
| 3M | +1.0% | +8.4% | -7.4% | -1.7% |
| 6M | +15.9% | +23.0% | -7.1% | +8.2% |
| YTD | +24.6% | +25.5% | -0.8% | +15.3% |
| 1Y | +32.3% | +29.1% | +3.2% | +21.0% |
| 3Y | +85.9% | +31.7% | +54.3% | +65.8% |
| 5Y | +45.4% | -35.2% | +80.6% | +57.0% |
| All | +128.5% | -20.3% | +148.8% | +116.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling