+145.6%
IEMG vs EW
+507.1%
-361.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | +0.8% |
| 7D | +2.8% | -4.4% | +7.2% | +3.8% |
| 30D | +4.6% | -3.3% | +8.0% | +5.4% |
| 3M | +5.5% | +1.0% | +4.5% | +5.0% |
| 6M | +19.7% | +6.2% | +13.5% | +17.8% |
| YTD | +25.5% | +1.7% | +23.8% | +24.5% |
| 1Y | +35.5% | +8.1% | +27.4% | +32.4% |
| 3Y | +88.0% | +17.1% | +70.9% | +74.5% |
| 5Y | +50.6% | -29.4% | +79.9% | +54.8% |
| 10Y | +138.4% | +121.7% | +16.6% | +87.2% |
| All | +145.6% | +507.1% | -361.6% | +66.4% |
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