+307.4%
IVV vs EEM
+109.9%
+197.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | +0.1% |
| 7D | -0.6% | -0.9% | +0.3% | -0.1% |
| 30D | -3.7% | -9.3% | +5.7% | +2.5% |
| 3M | -2.7% | -7.1% | +4.3% | +1.6% |
| 6M | +2.2% | -10.4% | +12.6% | +8.3% |
| YTD | +10.9% | +11.3% | -0.4% | +0.7% |
| 1Y | +11.3% | +11.3% | +0.1% | +1.1% |
| 3Y | +76.9% | +69.6% | +7.3% | +18.7% |
| 5Y | +73.5% | +33.6% | +39.8% | +36.4% |
| 10Y | +307.4% | +114.1% | +193.3% | +145.4% |
| All | +307.4% | +109.9% | +197.4% | +145.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 10y: compounded portfolio wealth divided by compounded EEM 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…
10y analysis · Full analysis span regression · 6 months rolling