+854.3%
EEM vs IT
+2,474.9%
-1,620.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.6% | +6.4% | +3.5% |
| 7D | +2.3% | -6.0% | +8.4% | +4.5% |
| 30D | +4.5% | 0.0% | +4.5% | +4.0% |
| 3M | -0.1% | +13.1% | -13.1% | -7.7% |
| 6M | +16.9% | +11.7% | +5.3% | +6.8% |
| YTD | +26.2% | -26.1% | +52.3% | +32.9% |
| 1Y | +40.5% | -21.3% | +61.8% | +42.6% |
| 3Y | +86.2% | -46.7% | +132.9% | +110.5% |
| 5Y | +45.5% | -40.5% | +86.0% | +51.3% |
| 10Y | +128.6% | +103.9% | +24.7% | +20.8% |
| All | +854.3% | +2,474.9% | -1,620.6% | +67.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling