+29.1%
IEMG vs ALL
+28.5%
+0.5%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -2.3% |
| 7D | -0.9% | -4.3% | +3.4% | -2.4% |
| 30D | +2.1% | -3.6% | +5.7% | +0.9% |
| 3M | +4.6% | +13.2% | -8.6% | +9.1% |
| 6M | +14.0% | +22.5% | -8.4% | +21.0% |
| YTD | +22.3% | +22.7% | -0.4% | +29.7% |
| All | +29.1% | +28.5% | +0.5% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling