+36.2%
EMB vs IVZ
+43.7%
-7.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.5% |
| 7D | -0.9% | +7.6% | -8.5% | -1.7% |
| 30D | +0.4% | +4.3% | -4.0% | -0.2% |
| 3M | -3.1% | -9.3% | +6.2% | -2.2% |
| 6M | -2.1% | +5.2% | -7.3% | -2.9% |
| YTD | -1.1% | +13.4% | -14.5% | -3.1% |
| 1Y | -0.1% | +25.4% | -25.4% | -3.2% |
| 3Y | +29.6% | +152.5% | -122.9% | +14.2% |
| 5Y | +7.2% | +36.7% | -29.5% | -0.7% |
| All | +36.2% | +43.7% | -7.5% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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