+62.3%
IEMG vs COMP
+353.8%
-291.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +10.7% | -8.6% | +1.1% |
| 7D | -2.8% | +13.4% | -16.2% | -3.9% |
| 30D | -12.0% | +11.1% | -23.1% | -13.0% |
| 3M | -9.0% | -18.8% | +9.8% | -7.6% |
| 6M | -11.8% | +10.5% | -22.3% | -13.3% |
| YTD | +8.3% | -3.4% | +11.7% | +6.4% |
| 1Y | +9.6% | +19.7% | -10.0% | +6.0% |
| 3Y | +62.3% | +381.6% | -319.3% | +38.2% |
| All | +62.3% | +353.8% | -291.5% | +38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling