+116.6%
IEMG vs IR
+288.5%
-171.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.3% |
| 7D | +2.2% | -2.8% | +5.1% | +3.1% |
| 30D | +4.6% | -15.1% | +19.8% | +9.7% |
| 3M | +0.4% | +6.1% | -5.7% | -1.7% |
| 6M | +16.4% | -16.8% | +33.2% | +22.1% |
| YTD | +25.4% | -3.5% | +29.0% | +25.6% |
| 1Y | +38.3% | -3.5% | +41.8% | +38.0% |
| 3Y | +84.1% | +9.5% | +74.6% | +72.9% |
| 5Y | +49.0% | +45.1% | +3.9% | +26.1% |
| All | +116.6% | +288.5% | -171.9% | +42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling