+125.6%
EMB vs IBN
+295.7%
-170.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -0.9% | +1.9% | -2.8% | -1.0% |
| 30D | +0.4% | +22.1% | -21.8% | -1.1% |
| 3M | -3.1% | +17.1% | -20.2% | -4.2% |
| 6M | -2.1% | +35.5% | -37.6% | -4.2% |
| YTD | -1.1% | +16.8% | -17.9% | -2.3% |
| 1Y | -0.1% | +12.4% | -12.4% | -1.0% |
| 3Y | +29.6% | +58.0% | -28.5% | +25.0% |
| 5Y | +7.2% | +73.7% | -66.5% | +2.4% |
| 10Y | +35.5% | +385.6% | -350.1% | +19.8% |
| All | +125.6% | +295.7% | -170.1% | +84.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling