+48.3%
IEMG vs IP
-22.7%
+71.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -1.3% | -7.7% | +6.4% | +0.2% |
| 30D | +1.9% | -15.5% | +17.4% | +5.1% |
| 3M | +1.4% | -0.6% | +2.0% | +0.9% |
| 6M | +15.2% | -8.8% | +23.9% | +16.0% |
| YTD | +23.8% | -9.6% | +33.4% | +24.5% |
| 1Y | +30.7% | -22.5% | +53.2% | +35.0% |
| 3Y | +83.3% | +13.4% | +69.9% | +68.3% |
| All | +48.3% | -22.7% | +71.0% | +42.3% |
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