+142.3%
IEMG vs IBKR
+2,869.1%
-2,726.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.6% |
| 7D | -1.3% | -1.3% | +0.1% | -0.9% |
| 30D | +1.9% | -0.2% | +2.1% | +1.8% |
| 3M | +1.4% | +3.0% | -1.5% | +0.1% |
| 6M | +15.2% | +33.9% | -18.7% | +5.4% |
| YTD | +23.8% | +42.5% | -18.7% | +11.0% |
| 1Y | +30.7% | +44.9% | -14.2% | +16.1% |
| 3Y | +83.3% | +293.0% | -209.7% | +16.5% |
| 5Y | +48.8% | +497.7% | -448.9% | -19.6% |
| 10Y | +142.8% | +1,004.4% | -861.6% | +4.6% |
| All | +142.3% | +2,869.1% | -2,726.8% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 all: compounded portfolio wealth divided by compounded IBKR 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…
all analysis · Full analysis span regression · 6 months rolling