+1,234.3%
IVV vs EEM
+860.9%
+373.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -1.4% |
| 7D | +0.1% | +2.3% | -2.2% | -1.1% |
| 30D | +0.1% | +4.5% | -4.5% | -2.4% |
| 3M | +2.0% | -0.1% | +2.1% | +1.4% |
| 6M | +13.0% | +16.9% | -3.9% | +2.6% |
| YTD | +13.6% | +26.2% | -12.6% | -1.4% |
| 1Y | +20.1% | +40.5% | -20.4% | -1.8% |
| 3Y | +77.6% | +86.2% | -8.6% | +23.8% |
| 5Y | +82.5% | +45.5% | +37.0% | +44.8% |
| 10Y | +316.5% | +128.6% | +187.9% | +156.6% |
| All | +1,234.3% | +860.9% | +373.4% | +273.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling