+56.5%
IOT vs EMB
+9.9%
+46.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.3% |
| 7D | +5.1% | 0.0% | +5.0% | +5.1% |
| 30D | -3.0% | -0.3% | -2.8% | -2.4% |
| 3M | +15.0% | -0.3% | +15.2% | +15.9% |
| 6M | +13.1% | +0.7% | +12.4% | +11.0% |
| YTD | +9.0% | +1.3% | +7.8% | +5.4% |
| 1Y | +0.1% | +4.7% | -4.6% | -10.2% |
| 3Y | +26.4% | +30.1% | -3.7% | -28.4% |
| All | +56.5% | +9.9% | +46.5% | +108.2% |
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