+131.0%
EMB vs IFF
+169.3%
-38.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.1% |
| 7D | 0.0% | -3.0% | +3.0% | +0.3% |
| 30D | -0.3% | -0.9% | +0.6% | -0.2% |
| 3M | -0.3% | +11.8% | -12.1% | -1.5% |
| 6M | +0.7% | +16.5% | -15.8% | -1.1% |
| YTD | +1.3% | +26.5% | -25.2% | -1.4% |
| 1Y | +4.7% | +32.7% | -28.0% | +1.4% |
| 3Y | +30.1% | +32.0% | -1.9% | +25.2% |
| 5Y | +6.9% | -36.1% | +42.9% | +8.9% |
| 10Y | +30.7% | -20.1% | +50.8% | +28.7% |
| All | +131.0% | +169.3% | -38.3% | +110.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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