+84.8%
IEMG vs IR
+5.7%
+79.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | 0.0% |
| 7D | +1.6% | -1.9% | +3.5% | +2.1% |
| 30D | +4.6% | -15.0% | +19.7% | +9.3% |
| 3M | +4.8% | -0.4% | +5.3% | +4.5% |
| 6M | +16.8% | -15.0% | +31.9% | +21.2% |
| YTD | +24.8% | -7.1% | +31.9% | +26.1% |
| 1Y | +34.3% | -7.5% | +41.8% | +35.5% |
| All | +84.8% | +5.7% | +79.1% | +71.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling