+340.0%
IR vs EMB
+26.2%
+313.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.3% |
| 7D | +1.5% | +0.5% | +1.0% | +0.9% |
| 30D | +9.0% | +0.9% | +8.1% | +7.7% |
| 3M | -0.9% | -2.1% | +1.2% | +2.1% |
| 6M | +13.4% | -2.2% | +15.6% | +17.2% |
| YTD | +8.5% | -0.6% | +9.1% | +10.0% |
| 1Y | +11.3% | +0.2% | +11.0% | +11.6% |
| 3Y | +26.0% | +29.5% | -3.5% | -10.3% |
| 5Y | +47.9% | +8.0% | +39.9% | +38.2% |
| All | +340.0% | +26.2% | +313.8% | +242.9% |
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