+1,428.4%
IBKR vs EMB
+131.4%
+1,297.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.6% |
| 7D | +1.3% | 0.0% | +1.3% | +1.3% |
| 30D | -0.3% | -0.3% | -0.1% | -0.1% |
| 3M | +4.7% | -0.3% | +5.0% | +5.0% |
| 6M | +34.0% | +0.7% | +33.3% | +33.8% |
| YTD | +40.8% | +1.3% | +39.5% | +40.2% |
| 1Y | +45.7% | +4.7% | +41.0% | +42.2% |
| 3Y | +288.4% | +30.1% | +258.3% | +232.2% |
| 5Y | +487.2% | +6.9% | +480.3% | +464.8% |
| 10Y | +991.2% | +30.7% | +960.5% | +845.0% |
| All | +1,428.4% | +131.4% | +1,297.0% | +1,002.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 all: compounded portfolio wealth divided by compounded EMB 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…
all analysis · Full analysis span regression · 6 months rolling