+55.4%
IOT vs EMB
+9.0%
+46.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | 0.0% |
| 7D | -4.5% | -1.2% | -3.3% | -2.0% |
| 30D | -2.4% | -1.3% | -1.2% | +0.3% |
| 3M | +19.0% | -1.8% | +20.8% | +24.0% |
| 6M | +19.6% | +0.2% | +19.4% | +18.8% |
| YTD | +8.3% | +0.4% | +7.9% | +6.7% |
| 1Y | -0.8% | +2.8% | -3.6% | -7.4% |
| 3Y | +24.4% | +29.1% | -4.7% | -28.4% |
| All | +55.4% | +9.0% | +46.4% | +110.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling