+140.8%
IEMG vs ALK
-35.7%
+176.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | +0.7% |
| 7D | -1.3% | -2.1% | +0.8% | -0.9% |
| 30D | +1.9% | -13.1% | +15.0% | +4.9% |
| 3M | +1.4% | -11.8% | +13.2% | +3.8% |
| 6M | +15.2% | -0.4% | +15.6% | +13.9% |
| YTD | +23.8% | -18.2% | +42.0% | +27.0% |
| 1Y | +30.7% | -35.5% | +66.2% | +40.2% |
| 3Y | +83.3% | +1.8% | +81.5% | +70.6% |
| 5Y | +48.8% | -26.6% | +75.4% | +45.9% |
| All | +140.8% | -35.7% | +176.4% | +115.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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