+140.8%
IEMG vs EXC
+158.0%
-17.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.4% |
| 7D | -1.3% | -1.1% | -0.2% | -1.0% |
| 30D | +1.9% | -3.6% | +5.6% | +2.9% |
| 3M | +1.4% | -4.3% | +5.7% | +2.3% |
| 6M | +15.2% | -9.9% | +25.1% | +18.0% |
| YTD | +23.8% | +1.8% | +22.1% | +22.0% |
| 1Y | +30.7% | +2.9% | +27.8% | +28.1% |
| 3Y | +83.3% | +19.1% | +64.2% | +68.7% |
| 5Y | +48.8% | +44.8% | +3.9% | +24.6% |
| All | +140.8% | +158.0% | -17.2% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded EXC 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling