+34.7%
IEMG vs IP
-13.5%
+48.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.7% |
| 7D | +2.7% | -0.3% | +3.0% | +2.8% |
| 30D | -5.7% | +7.9% | -13.6% | -7.2% |
| 3M | -8.8% | -15.3% | +6.5% | -6.0% |
| 6M | -8.9% | +10.5% | -19.4% | -11.5% |
| YTD | +11.2% | -9.4% | +20.6% | +11.6% |
| 1Y | +12.2% | -4.6% | +16.8% | +11.4% |
| 3Y | +68.5% | +21.2% | +47.3% | +50.9% |
| All | +34.7% | -13.5% | +48.3% | +27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling