+111.8%
IEMG vs IP
+76.4%
+35.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.9% |
| 7D | -2.8% | -5.1% | +2.3% | -1.3% |
| 30D | -12.0% | +8.5% | -20.5% | -14.2% |
| 3M | -9.0% | -13.8% | +4.8% | -5.3% |
| 6M | -11.8% | +5.7% | -17.6% | -14.4% |
| YTD | +8.3% | -9.1% | +17.4% | +8.7% |
| 1Y | +9.6% | -0.8% | +10.5% | +6.9% |
| 3Y | +62.3% | +14.8% | +47.5% | +42.9% |
| 5Y | +33.5% | -11.5% | +45.0% | +26.6% |
| 10Y | +116.7% | +27.9% | +88.8% | +64.6% |
| All | +111.8% | +76.4% | +35.4% | +42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling