+30.7%
IEMG vs D
+13.5%
+17.2%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.2% |
| 7D | -1.3% | -2.2% | +1.0% | -1.4% |
| 30D | +1.9% | -4.5% | +6.4% | +1.7% |
| 3M | +1.4% | -2.5% | +3.9% | +1.1% |
| 6M | +15.2% | +5.5% | +9.6% | +14.5% |
| YTD | +23.8% | +13.3% | +10.6% | +23.7% |
| 1Y | +30.7% | +11.8% | +18.8% | +31.1% |
| All | +30.7% | +13.5% | +17.2% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling