+55.6%
EEM vs IOT
+54.1%
+1.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.3% |
| 7D | -1.3% | -4.5% | +3.3% | -0.8% |
| 30D | +2.1% | -2.4% | +4.5% | +2.2% |
| 3M | +1.0% | +19.0% | -17.9% | -1.3% |
| 6M | +15.9% | +19.6% | -3.7% | +12.7% |
| YTD | +24.6% | +8.3% | +16.4% | +21.9% |
| 1Y | +32.3% | -0.8% | +33.1% | +30.3% |
| 3Y | +85.9% | +24.4% | +61.5% | +72.5% |
| All | +55.6% | +54.1% | +1.5% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 5y: compounded portfolio wealth divided by compounded IOT 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…
5y analysis · Full analysis span regression · 6 months rolling