+284.9%
IR vs EMB
+28.8%
+256.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | +0.6% | +0.3% | +0.3% | +0.2% |
| 30D | -13.6% | -0.5% | -13.1% | -13.0% |
| 3M | +3.7% | +0.3% | +3.4% | +3.4% |
| 6M | -13.1% | +1.2% | -14.2% | -14.1% |
| YTD | -5.1% | +1.5% | -6.6% | -6.5% |
| 1Y | -6.5% | +4.8% | -11.3% | -11.7% |
| 3Y | +8.5% | +30.4% | -21.8% | -23.4% |
| 5Y | +43.3% | +7.3% | +36.0% | +35.6% |
| All | +284.9% | +28.8% | +256.1% | +191.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling