+140.8%
IEMG vs EXPE
+169.0%
-28.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.9% |
| 7D | -1.3% | -5.8% | +4.5% | -0.2% |
| 30D | +1.9% | -13.6% | +15.5% | +4.5% |
| 3M | +1.4% | +25.2% | -23.8% | -3.8% |
| 6M | +15.2% | +22.3% | -7.2% | +9.4% |
| YTD | +23.8% | -0.3% | +24.1% | +21.4% |
| 1Y | +30.7% | +27.8% | +2.8% | +20.6% |
| 3Y | +83.3% | +162.4% | -79.2% | +39.0% |
| 5Y | +48.8% | +95.8% | -47.1% | +15.4% |
| All | +140.8% | +169.0% | -28.2% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 10y: compounded portfolio wealth divided by compounded EXPE 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…
10y analysis · Full analysis span regression · 6 months rolling