+32.2%
EEM vs IP
-13.5%
+45.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.6% |
| 7D | +2.7% | -0.3% | +3.0% | +2.7% |
| 30D | -5.4% | +7.9% | -13.3% | -6.9% |
| 3M | -8.6% | -15.3% | +6.7% | -5.9% |
| 6M | -8.9% | +10.5% | -19.4% | -11.5% |
| YTD | +11.9% | -9.4% | +21.3% | +12.4% |
| 1Y | +13.1% | -4.6% | +17.7% | +12.2% |
| 3Y | +70.7% | +21.2% | +49.4% | +52.7% |
| All | +32.2% | -13.5% | +45.7% | +25.4% |
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