+13.9%
IEMG vs KEY
+29.6%
-15.7%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.5% |
| 7D | -3.1% | +1.7% | -4.7% | -3.5% |
| 30D | -10.3% | +6.8% | -17.1% | -11.8% |
| 3M | -6.6% | -5.8% | -0.8% | -5.1% |
| 6M | -3.9% | +1.4% | -5.3% | -4.6% |
| YTD | +12.4% | +7.5% | +4.9% | +8.9% |
| 1Y | +13.9% | +29.6% | -15.7% | +7.6% |
| All | +13.9% | +29.6% | -15.7% | +7.6% |
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