+140.8%
IEMG vs B
+210.7%
-69.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | -1.3% | -2.4% | +1.1% | -0.9% |
| 30D | +1.9% | +6.3% | -4.4% | +0.7% |
| 3M | +1.4% | +12.1% | -10.7% | -0.9% |
| 6M | +15.2% | -3.1% | +18.3% | +15.0% |
| YTD | +23.8% | +2.0% | +21.9% | +22.4% |
| 1Y | +30.7% | +51.7% | -21.0% | +21.0% |
| 3Y | +83.3% | +190.5% | -107.2% | +52.1% |
| 5Y | +48.8% | +158.0% | -109.2% | +23.8% |
| All | +140.8% | +210.7% | -69.9% | +88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 10y: compounded portfolio wealth divided by compounded B 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…
10y analysis · Full analysis span regression · 6 months rolling