+103.3%
EMR vs IBB
+86.1%
+17.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.3% |
| 7D | +2.8% | -0.5% | +3.4% | +3.2% |
| 30D | +3.7% | +4.6% | -0.9% | +0.9% |
| 3M | +2.0% | +6.8% | -4.8% | -2.7% |
| 6M | +22.1% | +23.1% | -1.0% | +5.5% |
| YTD | +27.2% | +26.0% | +1.2% | +8.2% |
| 1Y | +32.0% | +30.4% | +1.6% | +9.9% |
| 3Y | +103.3% | +85.4% | +17.8% | +35.2% |
| All | +103.3% | +86.1% | +17.2% | +35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling