+145.4%
IEMG vs D
+123.8%
+21.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | +2.2% | +1.5% | +0.8% | +1.9% |
| 30D | +4.6% | -2.6% | +7.2% | +5.3% |
| 3M | +0.4% | 0.0% | +0.4% | +0.2% |
| 6M | +16.4% | +7.4% | +9.0% | +13.8% |
| YTD | +25.4% | +15.9% | +9.6% | +20.3% |
| 1Y | +38.3% | +18.1% | +20.2% | +31.6% |
| 3Y | +84.1% | +58.4% | +25.7% | +59.3% |
| 5Y | +49.0% | +5.2% | +43.8% | +43.3% |
| 10Y | +141.8% | +35.9% | +106.0% | +105.1% |
| All | +145.4% | +123.8% | +21.6% | +64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling