+34.1%
EEM vs IR
+51.1%
-17.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.7% | -1.8% | +1.4% |
| 7D | -0.1% | +5.0% | -5.1% | -1.6% |
| 30D | -8.6% | +10.3% | -19.0% | -11.5% |
| 3M | -7.0% | -0.1% | -6.9% | -7.2% |
| 6M | -9.7% | +14.8% | -24.5% | -14.2% |
| YTD | +12.1% | +9.7% | +2.4% | +7.4% |
| 1Y | +14.1% | +12.2% | +1.9% | +8.3% |
| 3Y | +72.1% | +30.0% | +42.1% | +49.4% |
| 5Y | +34.1% | +46.8% | -12.7% | +5.8% |
| All | +34.1% | +51.1% | -17.0% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling