+131.7%
EMB vs IT
+983.8%
-852.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | +0.4% |
| 7D | 0.0% | -6.0% | +6.0% | +0.4% |
| 30D | -0.3% | 0.0% | -0.3% | -0.4% |
| 3M | -0.4% | +13.1% | -13.5% | -1.8% |
| 6M | +0.1% | +11.7% | -11.6% | -1.4% |
| YTD | +1.6% | -26.1% | +27.7% | +3.2% |
| 1Y | +5.6% | -21.3% | +26.9% | +6.5% |
| 3Y | +29.8% | -46.7% | +76.6% | +34.2% |
| 5Y | +7.3% | -40.5% | +47.8% | +9.1% |
| 10Y | +30.4% | +103.9% | -73.5% | +19.5% |
| All | +131.7% | +983.8% | -852.1% | +94.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling