+27.3%
IEMG vs IRE
-84.0%
+111.3%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.8% | +6.3% | -0.1% |
| 7D | +1.6% | +29.0% | -27.4% | 0.0% |
| 30D | +4.6% | +24.2% | -19.6% | +2.6% |
| 3M | +4.8% | -53.2% | +58.0% | +6.0% |
| 6M | +16.8% | -36.0% | +52.9% | +14.3% |
| YTD | +24.8% | -51.0% | +75.9% | +21.7% |
| All | +27.3% | -84.0% | +111.3% | +25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling