+854.3%
EEM vs IP
+178.9%
+675.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +0.9% |
| 7D | +2.3% | -5.3% | +7.6% | +4.6% |
| 30D | +4.5% | -10.9% | +15.4% | +9.4% |
| 3M | -0.1% | +11.2% | -11.2% | -5.7% |
| 6M | +16.9% | -10.2% | +27.2% | +19.3% |
| YTD | +26.2% | -2.0% | +28.2% | +23.1% |
| 1Y | +40.5% | -19.1% | +59.6% | +47.1% |
| 3Y | +86.2% | +20.9% | +65.3% | +53.6% |
| 5Y | +45.5% | -17.8% | +63.3% | +39.3% |
| 10Y | +128.6% | +23.5% | +105.1% | +64.8% |
| All | +854.3% | +178.9% | +675.4% | +335.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling