+44.6%
EEM vs IP
-17.2%
+61.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +1.4% |
| 7D | +2.3% | -5.3% | +7.6% | +3.4% |
| 30D | +4.5% | -10.9% | +15.4% | +6.8% |
| 3M | -0.1% | +11.2% | -11.2% | -2.7% |
| 6M | +16.9% | -10.2% | +27.2% | +18.1% |
| YTD | +26.2% | -2.0% | +28.2% | +25.0% |
| 1Y | +40.5% | -19.1% | +59.6% | +44.2% |
| 3Y | +86.2% | +20.9% | +65.3% | +69.0% |
| All | +44.6% | -17.2% | +61.8% | +36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling