+121.0%
IEMG vs IP
+31.6%
+89.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.9% | 0.0% | +2.1% |
| 7D | -0.1% | -3.0% | +2.9% | +0.7% |
| 30D | -8.8% | +10.6% | -19.4% | -11.4% |
| 3M | -7.2% | -13.6% | +6.4% | -3.7% |
| 6M | -9.8% | +10.4% | -20.2% | -13.3% |
| YTD | +11.4% | -6.5% | +17.9% | +11.0% |
| 1Y | +13.2% | -2.1% | +15.3% | +11.1% |
| 3Y | +70.0% | +22.0% | +48.1% | +47.6% |
| 5Y | +36.6% | -9.7% | +46.3% | +29.4% |
| 10Y | +121.0% | +26.8% | +94.2% | +80.1% |
| All | +121.0% | +31.6% | +89.4% | +80.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling