+133.0%
IEMG vs EXR
+216.3%
-83.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | +2.7% | -0.4% | +3.1% | +2.8% |
| 30D | -5.7% | +18.2% | -23.9% | -9.0% |
| 3M | -8.8% | +7.3% | -16.1% | -10.2% |
| 6M | -8.9% | +13.8% | -22.7% | -11.7% |
| YTD | +11.2% | +25.9% | -14.7% | +5.3% |
| 1Y | +12.2% | +25.8% | -13.6% | +6.3% |
| 3Y | +68.5% | +53.7% | +14.8% | +50.7% |
| 5Y | +34.3% | -1.8% | +36.1% | +30.2% |
| All | +133.0% | +216.3% | -83.3% | +78.2% |
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 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