+46.0%
IEMG vs COMP
-52.3%
+98.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.1% | +3.1% | -1.5% |
| 7D | -0.9% | -8.4% | +7.5% | -0.1% |
| 30D | +2.1% | -20.2% | +22.3% | +4.2% |
| 3M | +4.6% | +28.1% | -23.5% | +1.9% |
| 6M | +14.0% | +14.9% | -0.8% | +11.5% |
| YTD | +22.3% | -4.2% | +26.5% | +21.0% |
| 1Y | +30.7% | +10.2% | +20.5% | +27.2% |
| 3Y | +83.2% | +203.3% | -120.1% | +57.0% |
| 5Y | +47.0% | -29.2% | +76.2% | +36.3% |
| All | +46.0% | -52.3% | +98.3% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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