+137.9%
IEMG vs EXR
+149.6%
-11.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.1% |
| 7D | -0.9% | -3.2% | +2.4% | -0.2% |
| 30D | +2.1% | -6.9% | +9.0% | +3.6% |
| 3M | +4.6% | -7.8% | +12.4% | +6.1% |
| 6M | +14.0% | -4.9% | +18.9% | +14.8% |
| YTD | +22.3% | +7.2% | +15.2% | +20.0% |
| 1Y | +30.7% | -1.5% | +32.2% | +30.3% |
| 3Y | +83.2% | +22.3% | +60.9% | +71.8% |
| 5Y | +47.0% | -10.9% | +57.9% | +45.2% |
| All | +137.9% | +149.6% | -11.7% | +86.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling