+212.3%
IEFA vs EME
+2,746.0%
-2,533.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.4% | -0.4% |
| 7D | -0.5% | +2.7% | -3.2% | -1.2% |
| 30D | -1.1% | -6.8% | +5.7% | +0.7% |
| 3M | +5.1% | -8.8% | +13.9% | +6.8% |
| 6M | +9.3% | +5.0% | +4.3% | +6.3% |
| YTD | +13.0% | +23.5% | -10.5% | +4.3% |
| 1Y | +19.2% | +21.3% | -2.1% | +9.2% |
| 3Y | +67.0% | +241.1% | -174.1% | +4.0% |
| 5Y | +51.1% | +549.2% | -498.0% | -26.4% |
| 10Y | +146.5% | +1,306.4% | -1,159.9% | -14.0% |
| All | +212.3% | +2,746.0% | -2,533.7% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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