+145.4%
IEMG vs EXC
+183.3%
-37.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.7% | +2.0% |
| 7D | +2.2% | +0.3% | +2.0% | +2.1% |
| 30D | +4.6% | -3.7% | +8.3% | +5.7% |
| 3M | +0.4% | -1.3% | +1.7% | +0.3% |
| 6M | +16.4% | -9.7% | +26.1% | +19.1% |
| YTD | +25.4% | +2.9% | +22.5% | +23.3% |
| 1Y | +38.3% | +4.4% | +33.9% | +35.1% |
| 3Y | +84.1% | +22.2% | +61.9% | +68.5% |
| 5Y | +49.0% | +46.7% | +2.3% | +25.8% |
| 10Y | +141.8% | +155.3% | -13.5% | +63.7% |
| All | +145.4% | +183.3% | -37.9% | +51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling