+140.8%
IEMG vs IT
+103.1%
+37.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.3% | -4.0% | +0.2% |
| 7D | -1.3% | -3.7% | +2.4% | -0.7% |
| 30D | +1.9% | +0.1% | +1.8% | +1.6% |
| 3M | +1.4% | +20.7% | -19.3% | -3.8% |
| 6M | +15.2% | +12.0% | +3.2% | +10.1% |
| YTD | +23.8% | -28.8% | +52.6% | +30.8% |
| 1Y | +30.7% | -25.5% | +56.2% | +35.7% |
| 3Y | +83.3% | -48.8% | +132.0% | +103.9% |
| 5Y | +48.8% | -42.7% | +91.5% | +56.4% |
| All | +140.8% | +103.1% | +37.7% | +74.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling