+139.4%
IEMG vs IYR
+142.4%
-3.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.5% |
| 7D | -0.9% | -2.8% | +2.0% | +0.7% |
| 30D | +2.1% | -2.5% | +4.7% | +3.6% |
| 3M | +4.6% | -3.0% | +7.6% | +5.9% |
| 6M | +14.0% | +1.6% | +12.4% | +12.4% |
| YTD | +22.3% | +7.3% | +15.0% | +16.8% |
| 1Y | +30.7% | +5.6% | +25.1% | +25.7% |
| 3Y | +83.2% | +28.1% | +55.1% | +55.2% |
| 5Y | +47.0% | +6.1% | +40.9% | +37.5% |
| 10Y | +139.9% | +67.7% | +72.2% | +59.2% |
| All | +139.4% | +142.4% | -3.0% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 all: compounded portfolio wealth divided by compounded IYR 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…
all analysis · Full analysis span regression · 6 months rolling