+140.8%
IEMG vs A
+256.4%
-115.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.4% | +0.3% |
| 7D | -1.3% | -2.6% | +1.3% | -0.4% |
| 30D | +1.9% | -0.9% | +2.8% | +2.1% |
| 3M | +1.4% | +13.6% | -12.2% | -3.5% |
| 6M | +15.2% | +27.8% | -12.7% | +4.0% |
| YTD | +23.8% | +8.6% | +15.2% | +18.5% |
| 1Y | +30.7% | +16.9% | +13.8% | +21.0% |
| 3Y | +83.3% | +32.9% | +50.4% | +55.7% |
| 5Y | +48.8% | -14.1% | +62.9% | +49.5% |
| All | +140.8% | +256.4% | -115.6% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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