+117.6%
IEMG vs EW
+650.2%
-532.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.7% |
| 7D | +2.7% | +4.9% | -2.2% | +1.6% |
| 30D | -5.7% | +23.9% | -29.7% | -10.1% |
| 3M | -8.8% | +15.8% | -24.5% | -11.8% |
| 6M | -8.9% | +31.7% | -40.6% | -14.5% |
| YTD | +11.2% | +25.7% | -14.5% | +5.2% |
| 1Y | +12.2% | +24.4% | -12.2% | +6.3% |
| 3Y | +68.5% | +65.9% | +2.7% | +44.5% |
| 5Y | +34.3% | -7.6% | +42.0% | +30.1% |
| 10Y | +131.1% | +253.2% | -122.1% | +66.6% |
| All | +117.6% | +650.2% | -532.6% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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