+78.1%
IVV vs EEM
+71.2%
+6.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.2% |
| 7D | +2.6% | +2.7% | -0.1% | +1.2% |
| 30D | -2.0% | -5.4% | +3.4% | +0.7% |
| 3M | -2.8% | -8.6% | +5.9% | +1.5% |
| 6M | +2.2% | -8.9% | +11.1% | +6.1% |
| YTD | +11.5% | +11.9% | -0.4% | +1.4% |
| 1Y | +13.5% | +13.1% | +0.4% | +2.5% |
| 3Y | +78.1% | +70.7% | +7.4% | +22.8% |
| All | +78.1% | +71.2% | +6.9% | +22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling