+128.5%
EEM vs IT
+103.1%
+25.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.3% | -4.0% | +0.3% |
| 7D | -1.3% | -3.7% | +2.4% | -0.6% |
| 30D | +2.1% | +0.1% | +2.0% | +1.8% |
| 3M | +1.0% | +20.7% | -19.7% | -4.2% |
| 6M | +15.9% | +12.0% | +3.9% | +10.8% |
| YTD | +24.6% | -28.8% | +53.5% | +31.7% |
| 1Y | +32.3% | -25.5% | +57.8% | +37.4% |
| 3Y | +85.9% | -48.8% | +134.7% | +107.0% |
| 5Y | +45.4% | -42.7% | +88.1% | +52.9% |
| All | +128.5% | +103.1% | +25.4% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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