+29.7%
EMB vs IBB
+122.6%
-92.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.0% | +0.3% |
| 7D | +0.3% | -1.7% | +1.9% | +0.6% |
| 30D | -0.5% | +4.9% | -5.4% | -1.5% |
| 3M | +0.3% | +24.2% | -23.9% | -3.9% |
| 6M | +1.2% | +23.8% | -22.7% | -3.1% |
| YTD | +1.5% | +23.0% | -21.5% | -2.8% |
| 1Y | +4.8% | +46.2% | -41.4% | -3.0% |
| 3Y | +30.4% | +64.8% | -34.5% | +17.0% |
| 5Y | +7.3% | +20.9% | -13.7% | +0.5% |
| 10Y | +29.7% | +121.6% | -91.9% | +13.0% |
| All | +29.7% | +122.6% | -92.9% | +13.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling