+29.7%
EMB vs IT
+92.9%
-63.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.4% | -0.9% |
| 7D | -1.1% | -12.7% | +11.6% | +0.1% |
| 30D | -1.1% | -8.9% | +7.8% | -0.3% |
| 3M | -0.8% | +10.1% | -10.9% | -2.3% |
| 6M | -0.1% | +7.3% | -7.3% | -1.6% |
| YTD | +0.4% | -32.4% | +32.8% | +3.7% |
| 1Y | +3.3% | -26.6% | +29.9% | +5.3% |
| 3Y | +29.0% | -51.8% | +80.9% | +36.6% |
| 5Y | +6.3% | -45.6% | +51.9% | +9.4% |
| All | +29.7% | +92.9% | -63.2% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded IT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling