+616.4%
IVV vs EMB
+126.0%
+490.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -2.7% | -0.1% | -2.6% | -2.6% |
| 30D | -5.4% | +1.3% | -6.7% | -6.2% |
| 3M | -4.1% | -2.7% | -1.3% | -2.1% |
| 6M | +0.7% | -2.8% | +3.6% | +2.9% |
| YTD | +8.7% | -1.1% | +9.8% | +9.8% |
| 1Y | +11.0% | 0.0% | +11.0% | +11.2% |
| 3Y | +75.4% | +28.8% | +46.6% | +47.4% |
| 5Y | +68.3% | +6.0% | +62.4% | +60.8% |
| 10Y | +315.5% | +29.1% | +286.4% | +258.4% |
| All | +616.4% | +126.0% | +490.5% | +420.8% |
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