+140.8%
IEMG vs EXR
+151.8%
-11.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.0% |
| 7D | -1.3% | -1.2% | -0.1% | -1.1% |
| 30D | +1.9% | -6.2% | +8.1% | +3.3% |
| 3M | +1.4% | -7.4% | +8.8% | +2.8% |
| 6M | +15.2% | -0.5% | +15.7% | +14.9% |
| YTD | +23.8% | +8.1% | +15.7% | +21.2% |
| 1Y | +30.7% | -2.9% | +33.5% | +30.7% |
| 3Y | +83.3% | +22.9% | +60.3% | +71.7% |
| 5Y | +48.8% | -10.2% | +58.9% | +46.7% |
| All | +140.8% | +151.8% | -11.0% | +88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded EXR 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling