+746.2%
EEM vs IBN
+4,193.7%
-3,447.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.5% |
| 7D | +2.7% | +1.9% | +0.8% | +1.9% |
| 30D | -5.4% | +22.1% | -27.5% | -13.0% |
| 3M | -8.6% | +17.1% | -25.7% | -14.6% |
| 6M | -8.9% | +35.5% | -44.4% | -19.9% |
| YTD | +11.9% | +16.8% | -4.9% | +4.3% |
| 1Y | +13.1% | +12.4% | +0.7% | +7.0% |
| 3Y | +70.7% | +58.0% | +12.6% | +38.1% |
| 5Y | +31.8% | +73.7% | -42.0% | +1.2% |
| 10Y | +119.5% | +385.6% | -266.0% | -1.3% |
| All | +746.2% | +4,193.7% | -3,447.5% | +68.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling