+104.5%
EEM vs IR
+274.4%
-169.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.1% |
| 7D | +2.0% | -1.9% | +3.9% | +2.6% |
| 30D | +5.1% | -15.0% | +20.1% | +10.3% |
| 3M | +4.6% | -0.4% | +5.0% | +4.3% |
| 6M | +17.8% | -15.0% | +32.8% | +22.9% |
| YTD | +25.8% | -7.1% | +32.9% | +27.4% |
| 1Y | +36.4% | -7.5% | +43.9% | +37.9% |
| 3Y | +90.0% | +6.3% | +83.7% | +79.9% |
| 5Y | +46.6% | +37.3% | +9.2% | +25.9% |
| All | +104.5% | +274.4% | -169.9% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling