+47.0%
IEMG vs A
-16.6%
+63.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.7% |
| 7D | -0.9% | -4.6% | +3.7% | +0.3% |
| 30D | +2.1% | -4.3% | +6.4% | +3.2% |
| 3M | +4.6% | +8.9% | -4.3% | +2.0% |
| 6M | +14.0% | +24.5% | -10.5% | +6.7% |
| YTD | +22.3% | +5.8% | +16.5% | +19.5% |
| 1Y | +30.7% | +16.2% | +14.5% | +23.9% |
| 3Y | +83.2% | +28.5% | +54.8% | +64.7% |
| 5Y | +47.0% | -16.3% | +63.3% | +43.0% |
| All | +47.0% | -16.6% | +63.5% | +43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling