+8.0%
EMB vs IT
-43.9%
+51.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.5% |
| 7D | +0.5% | -7.5% | +8.0% | +1.0% |
| 30D | +0.9% | -1.2% | +2.1% | +0.8% |
| 3M | -2.1% | -2.2% | +0.1% | -2.3% |
| 6M | -2.2% | +19.1% | -21.3% | -4.2% |
| YTD | -0.6% | -25.1% | +24.5% | +1.7% |
| 1Y | +0.2% | -17.4% | +17.6% | +1.4% |
| 3Y | +29.5% | -54.1% | +83.6% | +39.4% |
| 5Y | +8.0% | -42.7% | +50.7% | +8.5% |
| All | +8.0% | -43.9% | +51.9% | +8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling