+1,284.9%
EME vs IBN
+316.4%
+968.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | +0.9% | -5.5% | +6.4% | +2.7% |
| 30D | -8.4% | -3.4% | -5.0% | -7.5% |
| 3M | -3.6% | +8.7% | -12.3% | -6.3% |
| 6M | +3.6% | +3.7% | -0.2% | +2.1% |
| YTD | +22.5% | -2.4% | +24.9% | +22.9% |
| 1Y | +18.2% | -8.1% | +26.3% | +20.5% |
| 3Y | +238.4% | +26.3% | +212.0% | +207.3% |
| 5Y | +550.5% | +54.9% | +495.6% | +446.0% |
| All | +1,284.9% | +316.4% | +968.4% | +821.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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