+48.3%
IEMG vs BEN
+36.0%
+12.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -1.3% | -3.1% | +1.8% | -0.4% |
| 30D | +1.9% | +0.2% | +1.7% | +1.8% |
| 3M | +1.4% | +6.8% | -5.4% | -0.7% |
| 6M | +15.2% | +38.1% | -22.9% | +4.5% |
| YTD | +23.8% | +44.3% | -20.5% | +10.6% |
| 1Y | +30.7% | +42.6% | -11.9% | +16.9% |
| 3Y | +83.3% | +52.3% | +31.0% | +56.7% |
| All | +48.3% | +36.0% | +12.3% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 5y: compounded portfolio wealth divided by compounded BEN 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…
5y analysis · Full analysis span regression · 6 months rolling