+13.9%
IEMG vs IRE
-97.6%
+111.4%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -23.2% | +24.1% | +2.3% |
| 7D | -3.1% | -46.8% | +43.7% | +0.2% |
| 30D | -10.3% | -75.5% | +65.2% | -3.5% |
| 3M | -6.6% | -79.4% | +72.8% | +0.6% |
| 6M | -3.9% | -91.3% | +87.4% | +5.2% |
| YTD | +12.4% | -90.8% | +103.2% | +19.6% |
| 1Y | +13.9% | -97.7% | +111.6% | +23.8% |
| All | +13.9% | -97.6% | +111.4% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling