+29.5%
EMB vs IBN
+57.6%
-28.1%
-5.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.9% | -0.7% |
| 7D | +0.5% | +15.8% | -15.3% | -0.9% |
| 30D | +0.9% | +25.1% | -24.2% | -1.3% |
| 3M | -2.1% | +16.0% | -18.1% | -3.5% |
| 6M | -2.2% | +32.8% | -35.0% | -4.9% |
| YTD | -0.6% | +18.0% | -18.6% | -2.6% |
| 1Y | +0.2% | +15.9% | -15.7% | -1.6% |
| 3Y | +29.5% | +57.6% | -28.1% | +23.3% |
| All | +29.5% | +57.6% | -28.1% | +23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling