+140.8%
IEMG vs EMR
+284.0%
-143.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | +0.2% |
| 7D | -1.3% | -0.4% | -0.9% | -1.1% |
| 30D | +1.9% | -6.8% | +8.7% | +4.7% |
| 3M | +1.4% | +7.5% | -6.1% | -1.6% |
| 6M | +15.2% | +9.9% | +5.3% | +10.6% |
| YTD | +23.8% | +16.0% | +7.9% | +15.9% |
| 1Y | +30.7% | +12.4% | +18.2% | +23.3% |
| 3Y | +83.3% | +60.2% | +23.0% | +46.5% |
| 5Y | +48.8% | +67.9% | -19.1% | +14.7% |
| All | +140.8% | +284.0% | -143.2% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 10y: compounded portfolio wealth divided by compounded EMR 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…
10y analysis · Full analysis span regression · 6 months rolling