+84.8%
IEMG vs EXR
+21.4%
+63.4%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.1% |
| 7D | +1.6% | -3.1% | +4.7% | +2.2% |
| 30D | +4.6% | -7.5% | +12.2% | +6.2% |
| 3M | +4.8% | -7.5% | +12.4% | +6.1% |
| 6M | +16.8% | -5.2% | +22.0% | +17.3% |
| YTD | +24.8% | +6.5% | +18.3% | +22.4% |
| 1Y | +34.3% | -2.0% | +36.3% | +33.8% |
| All | +84.8% | +21.4% | +63.4% | +79.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling