+145.6%
IEMG vs BEN
+42.8%
+102.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +2.8% | +4.7% | -1.9% | +1.2% |
| 30D | +4.6% | +2.6% | +2.0% | +3.7% |
| 3M | +5.5% | +11.5% | -6.0% | +1.5% |
| 6M | +19.7% | +35.3% | -15.6% | +7.6% |
| YTD | +25.5% | +48.6% | -23.1% | +9.1% |
| 1Y | +35.5% | +46.7% | -11.2% | +18.0% |
| 3Y | +88.0% | +57.0% | +31.0% | +55.3% |
| 5Y | +50.6% | +41.8% | +8.8% | +25.2% |
| 10Y | +138.4% | +55.2% | +83.1% | +74.3% |
| All | +145.6% | +42.8% | +102.8% | +87.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling