+134.0%
IEMG vs KEY
+95.2%
+38.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.8% | -1.2% |
| 7D | +5.3% | +1.8% | +3.5% | +4.9% |
| 30D | -7.2% | +7.1% | -14.3% | -8.7% |
| 3M | -8.1% | -5.9% | -2.2% | -6.9% |
| 6M | -6.7% | +2.2% | -8.9% | -7.4% |
| YTD | +11.6% | +6.4% | +5.2% | +9.7% |
| 1Y | +11.4% | +24.8% | -13.3% | +5.4% |
| 3Y | +69.3% | +125.2% | -55.9% | +35.8% |
| 5Y | +34.9% | +13.0% | +21.9% | +23.9% |
| All | +134.0% | +95.2% | +38.7% | +76.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling