+142.3%
IEMG vs IJH
+365.1%
-222.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.6% |
| 7D | -1.3% | -1.9% | +0.6% | +0.1% |
| 30D | +1.9% | -4.6% | +6.6% | +5.5% |
| 3M | +1.4% | -1.2% | +2.6% | +2.4% |
| 6M | +15.2% | +9.4% | +5.8% | +8.6% |
| YTD | +23.8% | +13.3% | +10.5% | +13.9% |
| 1Y | +30.7% | +13.4% | +17.3% | +19.9% |
| 3Y | +83.3% | +50.4% | +32.8% | +35.0% |
| 5Y | +48.8% | +49.0% | -0.2% | +8.5% |
| 10Y | +142.8% | +182.6% | -39.8% | +0.5% |
| All | +142.3% | +365.1% | -222.8% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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