+29.2%
IEMG vs COMP
-52.0%
+81.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.5% |
| 6M | -11.8% | +10.5% | -22.3% | -13.3% |
| YTD | +8.3% | -3.4% | +11.7% | +6.8% |
| 1Y | +9.6% | +19.7% | -10.0% | +6.0% |
| 3Y | +62.3% | +381.6% | -319.3% | +33.2% |
| 5Y | +33.5% | -17.6% | +51.1% | +22.0% |
| All | +29.2% | -52.0% | +81.2% | +23.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling