+34.7%
IEMG vs EXR
-1.8%
+36.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.8% |
| 3M | -8.8% | +7.3% | -16.1% | -10.1% |
| 6M | -8.9% | +13.8% | -22.7% | -11.6% |
| YTD | +11.2% | +25.9% | -14.7% | +5.5% |
| 1Y | +12.2% | +25.8% | -13.6% | +6.4% |
| 3Y | +68.5% | +53.7% | +14.8% | +50.8% |
| All | +34.7% | -1.8% | +36.5% | +27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling