+84.8%
IEMG vs B
+198.4%
-113.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | +1.6% | +1.0% | +0.6% | +1.3% |
| 30D | +4.6% | +9.5% | -4.9% | +2.3% |
| 3M | +4.8% | +14.3% | -9.5% | +1.1% |
| 6M | +16.8% | -1.9% | +18.7% | +15.8% |
| YTD | +24.8% | +4.1% | +20.8% | +22.2% |
| 1Y | +34.3% | +56.1% | -21.8% | +21.0% |
| All | +84.8% | +198.4% | -113.6% | +44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling