+13.9%
IEMG vs IT
-17.9%
+31.8%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +1.0% |
| 7D | -3.1% | -5.5% | +2.4% | -3.4% |
| 30D | -10.3% | +10.3% | -20.7% | -9.5% |
| 3M | -6.6% | +11.5% | -18.1% | -5.5% |
| 6M | -3.9% | +40.3% | -44.1% | +0.2% |
| YTD | +12.4% | -17.9% | +30.3% | +15.5% |
| 1Y | +13.9% | -8.8% | +22.7% | +16.4% |
| All | +13.9% | -17.9% | +31.8% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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