+30.7%
EMB vs IBN
+312.2%
-281.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | 0.0% |
| 7D | 0.0% | -5.1% | +5.1% | +0.6% |
| 30D | -0.3% | -3.5% | +3.3% | +0.1% |
| 3M | -0.3% | +11.3% | -11.6% | -1.6% |
| 6M | +0.7% | +4.4% | -3.7% | +0.1% |
| YTD | +1.3% | -1.8% | +3.1% | +1.3% |
| 1Y | +4.7% | -8.0% | +12.7% | +5.4% |
| 3Y | +30.1% | +27.1% | +3.0% | +25.5% |
| 5Y | +6.9% | +54.5% | -47.6% | +0.2% |
| 10Y | +30.7% | +314.2% | -283.5% | +12.6% |
| All | +30.7% | +312.2% | -281.5% | +12.6% |
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