+38.3%
IEMG vs IJR
+25.5%
+12.8%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.3% |
| 7D | +2.2% | -0.2% | +2.4% | +2.4% |
| 30D | +4.6% | -2.4% | +7.0% | +6.9% |
| 3M | +0.4% | +3.9% | -3.6% | -2.7% |
| 6M | +16.4% | +12.4% | +4.0% | +5.9% |
| YTD | +25.4% | +21.5% | +3.9% | +10.0% |
| 1Y | +38.3% | +24.0% | +14.3% | +20.2% |
| All | +38.3% | +25.5% | +12.8% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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