+830.6%
EEM vs IFF
+343.5%
+487.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.0% |
| 7D | -0.7% | -2.8% | +2.1% | +0.7% |
| 30D | +2.4% | -1.1% | +3.5% | +2.8% |
| 3M | +4.2% | +13.8% | -9.7% | -3.3% |
| 6M | +14.8% | +16.7% | -1.9% | +3.8% |
| YTD | +23.1% | +26.1% | -3.0% | +6.3% |
| 1Y | +32.5% | +33.5% | -1.0% | +10.5% |
| 3Y | +85.9% | +31.6% | +54.3% | +49.3% |
| 5Y | +43.6% | -34.9% | +78.4% | +58.9% |
| 10Y | +127.2% | -20.3% | +147.5% | +92.9% |
| All | +830.6% | +343.5% | +487.1% | +125.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling