+64.4%
EEM vs IBB
+78.6%
-14.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.5% |
| 7D | -2.8% | -1.8% | -1.0% | -2.0% |
| 30D | -11.9% | +5.1% | -17.0% | -13.7% |
| 3M | -8.8% | +10.7% | -19.5% | -12.9% |
| 6M | -11.6% | +22.9% | -34.5% | -19.7% |
| YTD | +9.0% | +26.7% | -17.7% | -2.4% |
| 1Y | +10.6% | +35.1% | -24.5% | -3.8% |
| 3Y | +64.4% | +80.2% | -15.8% | +24.3% |
| All | +64.4% | +78.6% | -14.3% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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