+484.9%
IJH vs EMB
+131.9%
+353.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | +1.0% | +0.3% | +0.7% | +0.8% |
| 30D | -3.1% | -0.5% | -2.6% | -2.7% |
| 3M | +1.9% | +0.3% | +1.6% | +1.7% |
| 6M | +11.0% | +1.2% | +9.8% | +10.1% |
| YTD | +14.7% | +1.5% | +13.3% | +13.5% |
| 1Y | +15.6% | +4.8% | +10.8% | +11.3% |
| 3Y | +52.5% | +30.4% | +22.2% | +23.3% |
| 5Y | +49.1% | +7.3% | +41.8% | +40.2% |
| 10Y | +177.7% | +29.7% | +147.9% | +132.2% |
| All | +484.9% | +131.9% | +353.0% | +273.5% |
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