+72.1%
EEM vs IR
+30.5%
+41.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.7% | -1.8% | +1.5% |
| 7D | -0.1% | +5.0% | -5.1% | -1.5% |
| 30D | -8.6% | +10.3% | -19.0% | -11.2% |
| 3M | -7.0% | -0.1% | -6.9% | -7.2% |
| 6M | -9.7% | +14.8% | -24.5% | -13.7% |
| YTD | +12.1% | +9.7% | +2.4% | +8.0% |
| 1Y | +14.1% | +12.2% | +1.9% | +9.1% |
| 3Y | +72.1% | +30.0% | +42.1% | +53.0% |
| All | +72.1% | +30.5% | +41.6% | +53.0% |
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 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