+877.5%
EME vs IBB
+126.8%
+750.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | +8.4% | -0.5% | +8.9% | +8.7% |
| 30D | -11.5% | +4.6% | -16.0% | -13.5% |
| 3M | -20.6% | +6.8% | -27.5% | -23.8% |
| 6M | -28.5% | +23.1% | -51.6% | -36.5% |
| YTD | +8.0% | +26.0% | -18.0% | -5.4% |
| 1Y | +6.8% | +30.4% | -23.6% | -8.1% |
| 3Y | +213.9% | +85.4% | +128.5% | +121.9% |
| 5Y | +414.8% | +39.7% | +375.1% | +315.9% |
| All | +877.5% | +126.8% | +750.7% | +475.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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