+38.3%
IEMG vs IP
-18.9%
+57.2%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +1.3% |
| 7D | +2.2% | -5.3% | +7.5% | +3.0% |
| 30D | +4.6% | -10.9% | +15.5% | +6.3% |
| 3M | +0.4% | +11.2% | -10.8% | -2.0% |
| 6M | +16.4% | -10.2% | +26.6% | +16.0% |
| YTD | +25.4% | -2.0% | +27.4% | +24.4% |
| 1Y | +38.3% | -19.1% | +57.4% | +39.8% |
| All | +38.3% | -18.9% | +57.2% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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