+26.3%
IEMG vs IRE
-85.1%
+111.4%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.2% |
| 7D | -1.3% | -4.5% | +3.2% | -1.1% |
| 30D | +1.9% | -7.8% | +9.7% | +1.8% |
| 3M | +1.4% | -60.0% | +61.4% | +3.5% |
| 6M | +15.2% | -48.3% | +63.4% | +13.8% |
| YTD | +23.8% | -54.5% | +78.3% | +21.2% |
| All | +26.3% | -85.1% | +111.4% | +25.2% |
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