+48.3%
IEMG vs ALL
+115.3%
-67.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.5% | +1.2% |
| 7D | -1.3% | -2.3% | +1.0% | -1.2% |
| 30D | +1.9% | -0.4% | +2.3% | +1.9% |
| 3M | +1.4% | +16.0% | -14.6% | +0.3% |
| 6M | +15.2% | +24.6% | -9.4% | +13.0% |
| YTD | +23.8% | +23.7% | +0.2% | +21.4% |
| 1Y | +30.7% | +27.7% | +2.9% | +27.5% |
| 3Y | +83.3% | +150.2% | -67.0% | +61.9% |
| All | +48.3% | +115.3% | -67.0% | +36.3% |
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