+68.5%
IEMG vs ALL
+117.7%
-49.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | +2.7% | +5.0% | -2.3% | +3.3% |
| 30D | -5.7% | +13.3% | -19.0% | -4.4% |
| 3M | -8.8% | +3.2% | -12.0% | -8.3% |
| 6M | -8.9% | +25.3% | -34.2% | -7.7% |
| YTD | +11.2% | +30.5% | -19.3% | +12.5% |
| 1Y | +12.2% | +29.2% | -17.0% | +13.6% |
| 3Y | +68.5% | +119.1% | -50.6% | +74.6% |
| All | +68.5% | +117.7% | -49.2% | +74.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling