+30.7%
IEMG vs EXC
+3.5%
+27.2%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.1% |
| 7D | -1.3% | -1.1% | -0.2% | -1.5% |
| 30D | +1.9% | -3.6% | +5.6% | +1.1% |
| 3M | +1.4% | -4.3% | +5.7% | +0.3% |
| 6M | +15.2% | -9.9% | +25.1% | +13.9% |
| YTD | +23.8% | +1.8% | +22.1% | +23.9% |
| 1Y | +30.7% | +2.9% | +27.8% | +31.9% |
| All | +30.7% | +3.5% | +27.2% | +31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling