+36.2%
EMB vs IT
+90.0%
-53.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | -0.9% | +1.1% | -2.0% | -1.0% |
| 30D | +0.4% | -1.8% | +2.2% | +0.3% |
| 3M | -3.1% | +4.8% | -7.9% | -3.9% |
| 6M | -2.1% | +33.0% | -35.1% | -5.8% |
| YTD | -1.1% | -23.8% | +22.7% | +0.7% |
| 1Y | -0.1% | -16.5% | +16.5% | +0.6% |
| 3Y | +29.6% | -53.6% | +83.2% | +38.6% |
| 5Y | +7.2% | -42.1% | +49.3% | +9.6% |
| All | +36.2% | +90.0% | -53.8% | +18.7% |
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