+117.6%
IEMG vs ASX
+1,839.9%
-1,722.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.2% |
| 7D | +2.7% | +12.4% | -9.7% | -1.1% |
| 30D | -5.7% | -19.8% | +14.1% | -0.5% |
| 3M | -8.8% | -10.3% | +1.5% | -7.5% |
| 6M | -8.9% | +1.2% | -10.1% | -12.5% |
| YTD | +11.2% | +123.0% | -111.8% | -16.6% |
| 1Y | +12.2% | +145.4% | -133.2% | -18.4% |
| 3Y | +68.5% | +368.6% | -300.1% | -3.5% |
| 5Y | +34.3% | +486.0% | -451.7% | -30.6% |
| 10Y | +131.1% | +941.0% | -809.9% | -8.2% |
| All | +117.6% | +1,839.9% | -1,722.3% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 ASX 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