+312.0%
IVV vs EME
+910.4%
-598.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | +3.3% | +11.3% | -8.0% | -0.1% |
| 30D | -2.7% | -14.6% | +11.9% | +1.7% |
| 3M | -1.7% | -20.4% | +18.7% | +4.6% |
| 6M | +3.2% | -28.3% | +31.4% | +12.4% |
| YTD | +12.0% | +8.6% | +3.4% | +5.6% |
| 1Y | +12.1% | +3.2% | +8.9% | +7.4% |
| 3Y | +78.6% | +216.8% | -138.1% | +8.3% |
| 5Y | +73.8% | +417.5% | -343.6% | -14.4% |
| All | +312.0% | +910.4% | -598.3% | +52.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling