+204.2%
IYR vs EMB
+127.3%
+76.9%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -1.2% | -0.4% | -0.8% | -0.9% |
| 30D | +6.1% | +1.1% | +5.0% | +5.2% |
| 3M | +0.9% | -2.0% | +2.9% | +2.8% |
| 6M | +1.2% | -1.9% | +3.1% | +2.9% |
| YTD | +11.1% | -0.5% | +11.6% | +11.7% |
| 1Y | +9.0% | +0.1% | +8.9% | +9.0% |
| 3Y | +41.4% | +29.7% | +11.8% | +14.5% |
| 5Y | +6.7% | +8.1% | -1.4% | -0.4% |
| 10Y | +87.7% | +36.3% | +51.4% | +52.7% |
| All | +204.2% | +127.3% | +76.9% | +91.2% |
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