+37.1%
IEMG vs D
+13.0%
+24.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.4% |
| 7D | +0.7% | -2.4% | +3.1% | +1.0% |
| 30D | -6.4% | +9.0% | -15.4% | -7.4% |
| 3M | -5.5% | +1.0% | -6.5% | -5.7% |
| 6M | -8.3% | +11.0% | -19.3% | -9.8% |
| YTD | +13.2% | +19.8% | -6.6% | +10.1% |
| 1Y | +13.0% | +16.0% | -3.0% | +10.3% |
| 3Y | +71.6% | +74.4% | -2.7% | +55.7% |
| 5Y | +37.1% | +13.5% | +23.6% | +32.4% |
| All | +37.1% | +13.0% | +24.2% | +32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling