+50.6%
IEMG vs COMP
-32.0%
+82.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +0.4% |
| 7D | +2.8% | +4.1% | -1.3% | +2.4% |
| 30D | +4.6% | -14.5% | +19.2% | +6.1% |
| 3M | +5.5% | +41.8% | -36.3% | +1.8% |
| 6M | +19.7% | +23.6% | -3.9% | +16.2% |
| YTD | +25.5% | +1.7% | +23.8% | +23.5% |
| 1Y | +35.5% | +12.6% | +23.0% | +31.6% |
| 3Y | +88.0% | +221.9% | -133.9% | +60.0% |
| 5Y | +50.6% | -28.1% | +78.7% | +44.1% |
| All | +50.6% | -32.0% | +82.6% | +44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling