+0.1%
EMB vs IRE
-97.2%
+97.3%
-5.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +39.6% | -39.6% | -0.3% |
| 7D | -0.1% | -27.2% | +27.1% | 0.0% |
| 30D | +1.3% | -75.1% | +76.4% | +2.1% |
| 3M | -2.7% | -77.9% | +75.1% | -2.0% |
| 6M | -2.8% | -94.6% | +91.8% | -1.6% |
| YTD | -1.1% | -91.5% | +90.4% | -0.3% |
| 1Y | 0.0% | -97.8% | +97.8% | +0.8% |
| All | +0.1% | -97.2% | +97.3% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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