+36.4%
EEM vs IR
-8.0%
+44.4%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | 0.0% |
| 7D | +2.0% | -1.9% | +3.9% | +2.5% |
| 30D | +5.1% | -15.0% | +20.1% | +9.8% |
| 3M | +4.6% | -0.4% | +5.0% | +3.9% |
| 6M | +17.8% | -15.0% | +32.8% | +21.1% |
| YTD | +25.8% | -7.1% | +32.9% | +27.3% |
| 1Y | +36.4% | -7.5% | +43.9% | +39.0% |
| All | +36.4% | -8.0% | +44.4% | +39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling