+91.0%
EEM vs IR
+8.4%
+82.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.6% |
| 7D | +3.1% | +0.6% | +2.5% | +2.9% |
| 30D | +4.9% | -13.6% | +18.5% | +9.2% |
| 3M | +5.2% | +3.7% | +1.5% | +3.7% |
| 6M | +20.7% | -13.1% | +33.8% | +24.5% |
| YTD | +26.5% | -5.1% | +31.6% | +27.0% |
| 1Y | +37.8% | -6.5% | +44.3% | +38.7% |
| 3Y | +91.0% | +8.5% | +82.5% | +77.9% |
| All | +91.0% | +8.4% | +82.6% | +77.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling