+48.3%
IEMG vs IDXX
-26.5%
+74.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | -1.3% | -5.7% | +4.4% | -0.1% |
| 30D | +1.9% | -11.5% | +13.5% | +4.4% |
| 3M | +1.4% | -9.5% | +11.0% | +3.2% |
| 6M | +15.2% | -16.0% | +31.1% | +18.9% |
| YTD | +23.8% | -25.4% | +49.2% | +30.8% |
| 1Y | +30.7% | -21.8% | +52.4% | +36.2% |
| 3Y | +83.3% | +7.0% | +76.2% | +72.2% |
| All | +48.3% | -26.5% | +74.8% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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