+48.3%
IEMG vs EQT
+192.5%
-144.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.4% |
| 7D | -1.3% | -2.0% | +0.7% | -1.1% |
| 30D | +1.9% | 0.0% | +1.9% | +1.9% |
| 3M | +1.4% | +5.9% | -4.5% | +0.6% |
| 6M | +15.2% | -14.8% | +30.0% | +17.1% |
| YTD | +23.8% | +1.8% | +22.1% | +23.1% |
| 1Y | +30.7% | +7.4% | +23.3% | +28.8% |
| 3Y | +83.3% | +33.6% | +49.7% | +73.4% |
| All | +48.3% | +192.5% | -144.2% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 5y: compounded portfolio wealth divided by compounded EQT 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…
5y analysis · Full analysis span regression · 6 months rolling