+145.6%
IEMG vs EXPE
+453.9%
-308.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.9% | +7.9% | +1.5% |
| 7D | +2.8% | -9.8% | +12.5% | +4.7% |
| 30D | +4.6% | -11.5% | +16.1% | +6.8% |
| 3M | +5.5% | +21.7% | -16.2% | +0.8% |
| 6M | +19.7% | +10.4% | +9.3% | +16.1% |
| YTD | +25.5% | -2.5% | +28.1% | +23.6% |
| 1Y | +35.5% | +27.3% | +8.2% | +25.5% |
| 3Y | +88.0% | +153.5% | -65.5% | +45.7% |
| 5Y | +50.6% | +91.1% | -40.5% | +19.1% |
| 10Y | +138.4% | +153.1% | -14.8% | +61.6% |
| All | +145.6% | +453.9% | -308.3% | +52.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling