+85.9%
EEM vs IJH
+49.7%
+36.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +0.7% |
| 7D | -1.3% | -1.9% | +0.6% | 0.0% |
| 30D | +2.1% | -4.6% | +6.7% | +5.5% |
| 3M | +1.0% | -1.2% | +2.2% | +2.0% |
| 6M | +15.9% | +9.4% | +6.5% | +10.1% |
| YTD | +24.6% | +13.3% | +11.3% | +16.2% |
| 1Y | +32.3% | +13.4% | +18.9% | +23.2% |
| 3Y | +85.9% | +50.4% | +35.5% | +44.0% |
| All | +85.9% | +49.7% | +36.2% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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