+145.6%
IEMG vs ALL
+724.1%
-578.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.4% | +0.7% |
| 7D | +2.8% | -1.7% | +4.5% | +3.2% |
| 30D | +4.6% | -4.7% | +9.3% | +5.9% |
| 3M | +5.5% | +18.4% | -12.9% | -0.3% |
| 6M | +19.7% | +20.5% | -0.8% | +12.0% |
| YTD | +25.5% | +23.5% | +2.0% | +16.2% |
| 1Y | +35.5% | +29.0% | +6.5% | +23.3% |
| 3Y | +88.0% | +153.7% | -65.7% | +31.0% |
| 5Y | +50.6% | +114.8% | -64.2% | +8.1% |
| 10Y | +138.4% | +356.1% | -217.8% | +12.1% |
| All | +145.6% | +724.1% | -578.6% | -13.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling