+11.4%
IEMG vs INFQ
-7.9%
+19.4%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INFQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +1.1% |
| 7D | -1.3% | +2.1% | -3.4% | -1.6% |
| 30D | +1.9% | +6.1% | -4.2% | +0.9% |
| 3M | +1.4% | -7.1% | +8.5% | +0.5% |
| 6M | +15.2% | +14.8% | +0.4% | +7.9% |
| All | +11.4% | -7.9% | +19.4% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INFQ.
Daily Out/Under-Performance
Portfolio return minus INFQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INFQ 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 INFQ 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