+38.3%
IEMG vs KEY
+21.3%
+16.9%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | +2.2% | +2.2% | 0.0% | +1.7% |
| 30D | +4.6% | -3.0% | +7.6% | +5.4% |
| 3M | +0.4% | +3.3% | -3.0% | -0.6% |
| 6M | +16.4% | +9.2% | +7.2% | +13.1% |
| YTD | +25.4% | +10.6% | +14.8% | +21.7% |
| 1Y | +38.3% | +20.4% | +17.9% | +30.9% |
| All | +38.3% | +21.3% | +16.9% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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