+30.8%
EMB vs IT
+91.9%
-61.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | 0.0% |
| 7D | 0.0% | -9.1% | +9.2% | +0.9% |
| 30D | -0.3% | -12.2% | +11.9% | +0.8% |
| 3M | -0.3% | +7.8% | -8.1% | -1.6% |
| 6M | +0.7% | +2.0% | -1.2% | -0.3% |
| YTD | +1.3% | -32.7% | +34.0% | +4.6% |
| 1Y | +4.7% | -31.1% | +35.8% | +7.5% |
| 3Y | +30.1% | -52.1% | +82.2% | +37.8% |
| 5Y | +6.9% | -46.3% | +53.1% | +10.1% |
| All | +30.8% | +91.9% | -61.1% | +15.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling