+34.7%
IEMG vs ALL
+161.6%
-126.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | +2.7% | +5.0% | -2.3% | +2.6% |
| 30D | -5.7% | +13.3% | -19.0% | -6.0% |
| 3M | -8.8% | +3.2% | -12.0% | -8.8% |
| 6M | -8.9% | +25.3% | -34.2% | -10.2% |
| YTD | +11.2% | +30.5% | -19.3% | +9.0% |
| 1Y | +12.2% | +29.2% | -17.0% | +10.1% |
| 3Y | +68.5% | +119.1% | -50.6% | +53.3% |
| All | +34.7% | +161.6% | -126.9% | +19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling