+118.4%
IEMG vs D
+129.5%
-11.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.5% | -1.2% |
| 7D | +5.3% | -3.1% | +8.3% | +6.0% |
| 30D | -7.2% | +8.4% | -15.6% | -9.1% |
| 3M | -8.1% | +0.2% | -8.3% | -8.3% |
| 6M | -6.7% | +9.5% | -16.2% | -9.2% |
| YTD | +11.6% | +18.8% | -7.2% | +6.2% |
| 1Y | +11.4% | +14.7% | -3.3% | +6.8% |
| 3Y | +69.3% | +72.9% | -3.7% | +43.1% |
| 5Y | +34.9% | +13.1% | +21.8% | +27.0% |
| 10Y | +132.1% | +47.2% | +84.9% | +90.6% |
| All | +118.4% | +129.5% | -11.1% | +45.3% |
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