+325.3%
IR vs EMB
+25.5%
+299.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +3.7% | -0.1% | +3.8% | +3.8% |
| 30D | +7.4% | +1.3% | +6.1% | +5.5% |
| 3M | -5.9% | -2.7% | -3.2% | -2.3% |
| 6M | +5.6% | -2.8% | +8.4% | +10.0% |
| YTD | +4.8% | -1.1% | +5.9% | +7.0% |
| 1Y | +6.9% | 0.0% | +7.0% | +7.6% |
| 3Y | +27.6% | +28.8% | -1.2% | -8.5% |
| 5Y | +45.8% | +6.0% | +39.8% | +40.0% |
| All | +325.3% | +25.5% | +299.7% | +233.7% |
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