+126.1%
EMB vs IVZ
+95.2%
+31.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | -0.7% | +5.1% | -5.8% | -1.0% |
| 30D | +0.5% | -1.6% | +2.1% | +0.6% |
| 3M | -2.5% | -9.1% | +6.7% | -1.9% |
| 6M | -2.0% | +1.8% | -3.8% | -2.3% |
| YTD | -0.9% | +10.8% | -11.7% | -2.0% |
| 1Y | -0.3% | +19.1% | -19.4% | -2.0% |
| 3Y | +29.2% | +144.4% | -115.2% | +19.7% |
| 5Y | +7.4% | +33.6% | -26.1% | +2.7% |
| 10Y | +35.8% | +41.7% | -5.9% | +25.1% |
| All | +126.1% | +95.2% | +31.0% | +99.9% |
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