-8.9%
EEM vs IT
+26.4%
-35.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.0% | -0.3% |
| 7D | +2.7% | +1.1% | +1.6% | +2.8% |
| 30D | -5.4% | -1.8% | -3.5% | -5.2% |
| 3M | -8.6% | +4.8% | -13.5% | -7.5% |
| 6M | -8.9% | +33.0% | -41.9% | -2.0% |
| All | -8.9% | +26.4% | -35.3% | -2.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling