+854.3%
EEM vs IBN
+3,668.8%
-2,814.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.1% |
| 7D | +2.3% | +1.4% | +0.9% | +1.7% |
| 30D | +4.5% | -0.3% | +4.9% | +4.6% |
| 3M | -0.1% | +17.1% | -17.2% | -6.4% |
| 6M | +16.9% | +3.4% | +13.6% | +15.1% |
| YTD | +26.2% | +2.5% | +23.7% | +24.5% |
| 1Y | +40.5% | -4.2% | +44.7% | +42.0% |
| 3Y | +86.2% | +32.4% | +53.8% | +62.5% |
| 5Y | +45.5% | +59.2% | -13.7% | +15.7% |
| 10Y | +128.6% | +345.7% | -217.0% | +5.9% |
| All | +854.3% | +3,668.8% | -2,814.5% | +100.9% |
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