+81.9%
EEM vs IR
+332.9%
-251.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +2.7% | +2.5% | +0.2% | +1.9% |
| 30D | -5.4% | +9.2% | -14.5% | -8.0% |
| 3M | -8.6% | +0.9% | -9.6% | -9.1% |
| 6M | -8.9% | +19.2% | -28.1% | -14.1% |
| YTD | +11.9% | +7.5% | +4.5% | +8.3% |
| 1Y | +13.1% | +11.7% | +1.3% | +7.9% |
| 3Y | +70.7% | +23.9% | +46.7% | +54.3% |
| 5Y | +31.8% | +46.4% | -14.6% | +10.9% |
| All | +81.9% | +332.9% | -251.0% | +14.3% |
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