+83.4%
IYR vs EMB
+36.8%
+46.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | +0.4% |
| 7D | -0.1% | -0.7% | +0.6% | +0.7% |
| 30D | +5.7% | +0.5% | +5.2% | +5.1% |
| 3M | -0.6% | -2.5% | +1.9% | +2.6% |
| 6M | +0.5% | -2.0% | +2.5% | +3.1% |
| YTD | +10.4% | -0.9% | +11.3% | +11.6% |
| 1Y | +9.2% | -0.3% | +9.5% | +9.6% |
| 3Y | +40.5% | +29.2% | +11.3% | +3.4% |
| 5Y | +5.9% | +7.4% | -1.5% | -1.3% |
| All | +83.4% | +36.8% | +46.6% | +35.9% |
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