+109.6%
EEM vs IP
+31.6%
+78.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.9% | 0.0% | +2.1% |
| 7D | -0.1% | -3.0% | +2.9% | +0.7% |
| 30D | -8.6% | +10.6% | -19.3% | -11.3% |
| 3M | -7.0% | -13.6% | +6.6% | -3.5% |
| 6M | -9.7% | +10.4% | -20.1% | -13.3% |
| YTD | +12.1% | -6.5% | +18.6% | +11.7% |
| 1Y | +14.1% | -2.1% | +16.2% | +12.0% |
| 3Y | +72.1% | +22.0% | +50.1% | +49.2% |
| 5Y | +34.1% | -9.7% | +43.8% | +27.0% |
| 10Y | +109.6% | +26.8% | +82.8% | +69.9% |
| All | +109.6% | +31.6% | +78.0% | +69.9% |
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