+32.2%
EEM vs IP
-15.4%
+47.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.0% |
| 7D | +5.3% | -0.9% | +6.2% | +5.5% |
| 30D | -7.0% | +6.7% | -13.7% | -8.2% |
| 3M | -8.0% | -16.6% | +8.6% | -4.9% |
| 6M | -6.6% | +6.0% | -12.6% | -8.5% |
| YTD | +12.3% | -10.7% | +23.0% | +13.1% |
| 1Y | +12.2% | -6.7% | +18.8% | +11.8% |
| 3Y | +71.2% | +17.1% | +54.1% | +54.6% |
| 5Y | +32.2% | -14.6% | +46.8% | +25.9% |
| All | +32.2% | -15.4% | +47.6% | +25.9% |
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 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