+15.0%
EEM vs IJR
+24.2%
-9.2%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.5% | -0.4% |
| 7D | -3.0% | +2.3% | -5.3% | -5.1% |
| 30D | -10.3% | +2.8% | -13.2% | -12.7% |
| 3M | -6.6% | -4.6% | -2.0% | -2.2% |
| 6M | -3.4% | +5.7% | -9.0% | -7.7% |
| YTD | +13.2% | +19.9% | -6.7% | -0.3% |
| 1Y | +15.0% | +24.2% | -9.2% | -0.1% |
| All | +15.0% | +24.2% | -9.2% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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