+851.2%
EEM vs IJR
+1,134.4%
-283.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.4% |
| 7D | +2.0% | -1.1% | +3.1% | +3.0% |
| 30D | +5.1% | -3.6% | +8.7% | +8.5% |
| 3M | +4.6% | +2.3% | +2.3% | +2.6% |
| 6M | +17.8% | +14.3% | +3.4% | +5.4% |
| YTD | +25.8% | +19.3% | +6.5% | +8.4% |
| 1Y | +36.4% | +22.6% | +13.8% | +14.3% |
| 3Y | +90.0% | +53.5% | +36.5% | +25.5% |
| 5Y | +46.6% | +39.9% | +6.6% | +1.7% |
| 10Y | +132.3% | +172.1% | -39.8% | -25.1% |
| All | +851.2% | +1,134.4% | -283.2% | -24.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling