+28.2%
EEM vs IP
-12.5%
+40.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.0% | -1.8% | -5.0% |
| 7D | -7.4% | -5.0% | -2.5% | -6.5% |
| 30D | -15.0% | +6.5% | -21.5% | -16.1% |
| 3M | -11.7% | -18.0% | +6.4% | -8.4% |
| 6M | -10.8% | +10.3% | -21.1% | -13.3% |
| YTD | +6.7% | -9.9% | +16.5% | +7.2% |
| 1Y | +7.4% | -1.1% | +8.4% | +5.7% |
| 3Y | +62.1% | +13.0% | +49.1% | +48.1% |
| 5Y | +28.2% | -12.3% | +40.5% | +22.8% |
| All | +28.2% | -12.5% | +40.7% | +22.8% |
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