+82.6%
EEM vs IR
+334.1%
-251.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.7% | -1.5% |
| 7D | +5.3% | +4.2% | +1.1% | +4.0% |
| 30D | -7.0% | +8.1% | -15.1% | -9.2% |
| 3M | -8.0% | +0.7% | -8.7% | -8.4% |
| 6M | -6.6% | +16.6% | -23.2% | -11.4% |
| YTD | +12.3% | +7.8% | +4.6% | +8.6% |
| 1Y | +12.2% | +9.9% | +2.3% | +7.6% |
| 3Y | +71.2% | +25.2% | +46.0% | +54.3% |
| 5Y | +32.2% | +46.8% | -14.5% | +11.2% |
| All | +82.6% | +334.1% | -251.5% | +14.7% |
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