+125.6%
EMB vs IBB
+727.3%
-601.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.2% |
| 7D | -0.1% | -1.8% | +1.7% | +0.1% |
| 30D | +1.3% | +5.1% | -3.8% | +0.6% |
| 3M | -2.7% | +10.7% | -13.4% | -4.2% |
| 6M | -2.8% | +22.9% | -25.7% | -5.7% |
| YTD | -1.1% | +26.7% | -27.8% | -4.6% |
| 1Y | 0.0% | +35.1% | -35.1% | -4.4% |
| 3Y | +28.8% | +80.2% | -51.4% | +17.9% |
| 5Y | +6.0% | +37.8% | -31.9% | -0.4% |
| 10Y | +29.1% | +161.2% | -132.1% | +12.6% |
| All | +125.6% | +727.3% | -601.8% | +68.1% |
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