+854.3%
EEM vs IBB
+1,204.7%
-350.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.4% |
| 7D | +2.3% | +1.4% | +0.9% | +1.4% |
| 30D | +4.5% | +10.5% | -6.0% | -2.2% |
| 3M | -0.1% | +23.6% | -23.7% | -13.2% |
| 6M | +16.9% | +22.6% | -5.7% | +1.9% |
| YTD | +26.2% | +25.7% | +0.5% | +8.1% |
| 1Y | +40.5% | +51.4% | -10.9% | +6.4% |
| 3Y | +86.2% | +64.4% | +21.8% | +30.9% |
| 5Y | +45.5% | +22.1% | +23.3% | +21.6% |
| 10Y | +128.6% | +132.5% | -3.8% | +14.5% |
| All | +854.3% | +1,204.7% | -350.5% | +13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling