+125.7%
EEM vs IBN
+316.4%
-190.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.0% |
| 7D | -0.7% | -5.5% | +4.8% | +1.0% |
| 30D | +2.4% | -3.4% | +5.8% | +3.5% |
| 3M | +4.2% | +8.7% | -4.5% | +1.4% |
| 6M | +14.8% | +3.7% | +11.1% | +13.3% |
| YTD | +23.1% | -2.4% | +25.5% | +23.6% |
| 1Y | +32.5% | -8.1% | +40.6% | +35.3% |
| 3Y | +85.9% | +26.3% | +59.6% | +69.9% |
| 5Y | +43.6% | +54.9% | -11.4% | +21.7% |
| All | +125.7% | +316.4% | -190.7% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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