+43.6%
EEM vs IT
-46.1%
+89.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.2% |
| 7D | -0.7% | -12.7% | +12.0% | +0.7% |
| 30D | +2.4% | -8.9% | +11.3% | +3.2% |
| 3M | +4.2% | +10.1% | -6.0% | +2.3% |
| 6M | +14.8% | +7.3% | +7.5% | +12.6% |
| YTD | +23.1% | -32.4% | +55.5% | +30.9% |
| 1Y | +32.5% | -26.6% | +59.2% | +37.8% |
| 3Y | +85.9% | -51.8% | +137.7% | +107.1% |
| 5Y | +43.6% | -45.6% | +89.2% | +47.2% |
| All | +43.6% | -46.1% | +89.7% | +47.2% |
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