+44.9%
IR vs EMB
+7.3%
+37.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | 0.0% |
| 7D | +2.5% | -0.9% | +3.4% | +3.8% |
| 30D | +9.2% | +0.4% | +8.8% | +8.7% |
| 3M | +0.9% | -3.1% | +4.1% | +5.2% |
| 6M | +19.2% | -2.1% | +21.3% | +22.7% |
| YTD | +7.5% | -1.1% | +8.6% | +9.6% |
| 1Y | +11.7% | -0.1% | +11.8% | +12.6% |
| 3Y | +23.9% | +29.6% | -5.7% | -7.9% |
| All | +44.9% | +7.3% | +37.6% | +49.4% |
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