+140.8%
IEMG vs ICE
+220.6%
-79.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.9% |
| 7D | -1.3% | -2.4% | +1.1% | -0.5% |
| 30D | +1.9% | +4.0% | -2.1% | +0.4% |
| 3M | +1.4% | +13.7% | -12.3% | -3.7% |
| 6M | +15.2% | +0.9% | +14.2% | +14.0% |
| YTD | +23.8% | -2.1% | +26.0% | +23.3% |
| 1Y | +30.7% | -9.5% | +40.2% | +34.0% |
| 3Y | +83.3% | +42.1% | +41.2% | +53.6% |
| 5Y | +48.8% | +41.4% | +7.4% | +22.7% |
| All | +140.8% | +220.6% | -79.8% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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