+117.6%
IEMG vs B
+24.5%
+93.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | +2.7% | -7.3% | +10.0% | +3.7% |
| 30D | -5.7% | -3.3% | -2.4% | -5.4% |
| 3M | -8.8% | -7.8% | -1.0% | -8.0% |
| 6M | -8.9% | -15.5% | +6.6% | -7.3% |
| YTD | +11.2% | -12.3% | +23.5% | +12.3% |
| 1Y | +12.2% | +5.4% | +6.8% | +10.9% |
| 3Y | +68.5% | +165.5% | -97.0% | +48.4% |
| 5Y | +34.3% | +107.0% | -72.7% | +20.2% |
| 10Y | +131.1% | +210.6% | -79.5% | +95.4% |
| All | +117.6% | +24.5% | +93.0% | +88.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling