+81.1%
IEMG vs EMR
+58.0%
+23.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.6% |
| 7D | -0.9% | -1.2% | +0.4% | -0.4% |
| 30D | +2.1% | -9.4% | +11.5% | +5.6% |
| 3M | +4.6% | +8.6% | -4.0% | +1.6% |
| 6M | +14.0% | +6.7% | +7.3% | +11.1% |
| YTD | +22.3% | +13.1% | +9.3% | +16.7% |
| 1Y | +30.7% | +12.7% | +17.9% | +24.4% |
| All | +81.1% | +58.0% | +23.1% | +56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling