+301.5%
EMR vs IBB
+139.6%
+161.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.8% | +1.6% | +2.8% |
| 7D | +2.1% | +2.7% | -0.6% | +0.6% |
| 30D | +4.8% | +6.3% | -1.6% | +1.0% |
| 3M | +7.5% | +11.1% | -3.6% | +0.5% |
| 6M | +20.9% | +29.2% | -8.4% | +3.1% |
| YTD | +29.2% | +30.2% | -1.0% | +9.8% |
| 1Y | +33.0% | +39.5% | -6.5% | +8.6% |
| 3Y | +109.8% | +92.3% | +17.4% | +41.4% |
| 5Y | +91.9% | +43.0% | +49.0% | +50.7% |
| 10Y | +301.5% | +137.1% | +164.4% | +131.9% |
| All | +301.5% | +139.6% | +161.9% | +131.9% |
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