+6.9%
EMB vs IBN
+54.0%
-47.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.1% |
| 7D | 0.0% | -5.1% | +5.1% | +0.8% |
| 30D | -0.3% | -3.5% | +3.3% | +0.2% |
| 3M | -0.3% | +11.3% | -11.6% | -2.0% |
| 6M | +0.7% | +4.4% | -3.7% | -0.1% |
| YTD | +1.3% | -1.8% | +3.1% | +1.2% |
| 1Y | +4.7% | -8.0% | +12.7% | +5.6% |
| 3Y | +30.1% | +27.1% | +3.0% | +22.8% |
| 5Y | +6.9% | +54.5% | -47.6% | -3.8% |
| All | +6.9% | +54.0% | -47.2% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling