+32.7%
EEM vs IT
-42.6%
+75.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.3% | -1.3% |
| 7D | +5.3% | -3.7% | +9.0% | +5.7% |
| 30D | -7.0% | -3.1% | -3.9% | -7.0% |
| 3M | -8.0% | +6.3% | -14.3% | -9.2% |
| 6M | -6.6% | +24.8% | -31.4% | -10.2% |
| YTD | +12.3% | -24.4% | +36.7% | +17.8% |
| 1Y | +12.2% | -17.1% | +29.2% | +15.1% |
| 3Y | +71.2% | -53.6% | +124.9% | +97.7% |
| All | +32.7% | -42.6% | +75.3% | +36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling