+116.7%
IEMG vs IR
+282.2%
-165.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.5% |
| 7D | +2.8% | +0.6% | +2.2% | +2.6% |
| 30D | +4.6% | -13.6% | +18.3% | +9.2% |
| 3M | +5.5% | +3.7% | +1.8% | +4.0% |
| 6M | +19.7% | -13.1% | +32.7% | +24.0% |
| YTD | +25.5% | -5.1% | +30.6% | +26.2% |
| 1Y | +35.5% | -6.5% | +42.0% | +36.5% |
| 3Y | +88.0% | +8.5% | +79.5% | +77.0% |
| 5Y | +50.6% | +43.3% | +7.3% | +28.0% |
| All | +116.7% | +282.2% | -165.4% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded IR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling