+121.4%
IEMG vs B
+29.4%
+92.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.6% | +3.9% | +2.5% |
| 7D | +0.7% | -2.7% | +3.4% | +1.0% |
| 30D | -6.4% | -4.3% | -2.1% | -5.9% |
| 3M | -5.5% | -2.3% | -3.2% | -5.4% |
| 6M | -8.3% | -16.2% | +7.9% | -6.6% |
| YTD | +13.2% | -8.8% | +22.0% | +13.7% |
| 1Y | +13.0% | +11.4% | +1.6% | +10.8% |
| 3Y | +71.6% | +174.3% | -102.7% | +50.5% |
| 5Y | +37.1% | +116.2% | -79.0% | +22.0% |
| 10Y | +135.2% | +222.7% | -87.5% | +97.9% |
| All | +121.4% | +29.4% | +92.1% | +91.0% |
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