+131.7%
EMB vs IVZ
+126.7%
+5.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | 0.0% | +0.6% | -0.6% | -0.1% |
| 30D | -0.3% | +4.0% | -4.3% | -0.6% |
| 3M | -0.4% | +18.2% | -18.6% | -1.7% |
| 6M | +0.1% | +32.8% | -32.7% | -2.1% |
| YTD | +1.6% | +28.7% | -27.2% | -0.5% |
| 1Y | +5.6% | +55.4% | -49.8% | +1.9% |
| 3Y | +29.8% | +135.2% | -105.4% | +20.6% |
| 5Y | +7.3% | +64.2% | -56.9% | +1.1% |
| 10Y | +30.4% | +64.6% | -34.2% | +18.9% |
| All | +131.7% | +126.7% | +5.0% | +102.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling