+145.6%
IEMG vs EMR
+363.0%
-217.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +2.8% | +3.1% | -0.3% | +1.5% |
| 30D | +4.6% | -3.5% | +8.2% | +6.1% |
| 3M | +5.5% | +9.8% | -4.3% | +1.2% |
| 6M | +19.7% | +10.8% | +8.9% | +14.3% |
| YTD | +25.5% | +15.9% | +9.6% | +16.9% |
| 1Y | +35.5% | +16.4% | +19.1% | +25.5% |
| 3Y | +88.0% | +62.1% | +25.9% | +46.9% |
| 5Y | +50.6% | +62.9% | -12.3% | +15.2% |
| 10Y | +138.4% | +267.8% | -129.4% | +14.4% |
| All | +145.6% | +363.0% | -217.4% | +1.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling