+30.7%
IEMG vs ICE
-7.7%
+38.4%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +1.3% |
| 7D | -1.3% | -2.4% | +1.1% | -1.5% |
| 30D | +1.9% | +4.0% | -2.1% | +2.3% |
| 3M | +1.4% | +13.7% | -12.3% | +3.0% |
| 6M | +15.2% | +0.9% | +14.2% | +17.3% |
| YTD | +23.8% | -2.1% | +26.0% | +25.8% |
| 1Y | +30.7% | -9.5% | +40.2% | +30.6% |
| All | +30.7% | -7.7% | +38.4% | +30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling