+137.9%
IEMG vs CAPR
-78.6%
+216.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.9% | +1.9% | -2.0% |
| 7D | -0.9% | -10.6% | +9.7% | -0.7% |
| 30D | +2.1% | +111.2% | -109.1% | +1.0% |
| 3M | +4.6% | -67.2% | +71.8% | +5.2% |
| 6M | +14.0% | -75.1% | +89.2% | +15.0% |
| YTD | +22.3% | -71.2% | +93.6% | +23.1% |
| 1Y | +30.7% | +31.1% | -0.4% | +25.2% |
| 3Y | +83.2% | +31.3% | +51.9% | +70.7% |
| 5Y | +47.0% | +69.4% | -22.4% | +34.7% |
| All | +137.9% | -78.6% | +216.5% | +114.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling