+98.4%
EEM vs IP
+26.3%
+72.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.0% |
| 7D | -2.8% | -5.1% | +2.3% | -1.4% |
| 30D | -11.9% | +8.5% | -20.5% | -14.0% |
| 3M | -8.8% | -13.8% | +5.1% | -5.3% |
| 6M | -11.6% | +5.7% | -17.4% | -14.1% |
| YTD | +9.0% | -9.1% | +18.1% | +9.5% |
| 1Y | +10.6% | -0.8% | +11.4% | +8.0% |
| 3Y | +64.4% | +14.8% | +49.6% | +45.3% |
| 5Y | +31.0% | -11.5% | +42.6% | +24.7% |
| All | +98.4% | +26.3% | +72.1% | +74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling