+49.9%
IEMG vs EXC
+46.0%
+4.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.5% |
| 7D | +1.6% | +0.3% | +1.3% | +1.6% |
| 30D | +4.6% | -0.9% | +5.5% | +4.7% |
| 3M | +4.8% | -2.7% | +7.5% | +4.9% |
| 6M | +16.8% | -9.4% | +26.2% | +17.9% |
| YTD | +24.8% | +3.0% | +21.8% | +23.8% |
| 1Y | +34.3% | +5.1% | +29.2% | +32.6% |
| 3Y | +87.0% | +20.6% | +66.4% | +79.4% |
| 5Y | +49.9% | +45.7% | +4.2% | +40.8% |
| All | +49.9% | +46.0% | +4.0% | +40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling