+280.6%
EMR vs IBB
+133.2%
+147.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | -2.0% | -1.4% | -0.6% | -1.2% |
| 30D | +2.8% | +6.8% | -4.0% | -1.1% |
| 3M | +2.0% | +9.2% | -7.2% | -3.7% |
| 6M | +20.7% | +28.3% | -7.6% | +3.5% |
| YTD | +27.3% | +29.4% | -2.1% | +8.7% |
| 1Y | +31.0% | +33.2% | -2.2% | +10.0% |
| 3Y | +103.6% | +90.2% | +13.4% | +38.2% |
| 5Y | +88.6% | +44.0% | +44.6% | +47.5% |
| 10Y | +280.6% | +133.1% | +147.5% | +119.8% |
| All | +280.6% | +133.2% | +147.5% | +119.8% |
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