+58.2%
IEMG vs IOT
+54.1%
+4.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | -1.3% | -4.5% | +3.2% | -0.9% |
| 30D | +1.9% | -2.4% | +4.4% | +2.1% |
| 3M | +1.4% | +19.0% | -17.6% | -0.8% |
| 6M | +15.2% | +19.6% | -4.5% | +12.1% |
| YTD | +23.8% | +8.3% | +15.6% | +21.1% |
| 1Y | +30.7% | -0.8% | +31.5% | +28.7% |
| 3Y | +83.3% | +24.4% | +58.9% | +70.3% |
| All | +58.2% | +54.1% | +4.1% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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