+139.4%
IEMG vs BR
+864.3%
-724.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -0.9% | -6.0% | +5.1% | +1.3% |
| 30D | +2.1% | -0.9% | +3.0% | +2.2% |
| 3M | +4.6% | +16.4% | -11.8% | -2.1% |
| 6M | +14.0% | -8.2% | +22.2% | +16.6% |
| YTD | +22.3% | -23.2% | +45.6% | +33.6% |
| 1Y | +30.7% | -30.9% | +61.6% | +48.9% |
| 3Y | +83.2% | -5.0% | +88.2% | +79.0% |
| 5Y | +47.0% | +8.8% | +38.2% | +32.0% |
| 10Y | +139.9% | +190.1% | -50.2% | +27.4% |
| All | +139.4% | +864.3% | -724.9% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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