+34.7%
IEMG vs KEY
+13.1%
+21.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | +2.7% | +2.9% | -0.2% | +2.2% |
| 30D | -5.7% | +8.4% | -14.1% | -7.1% |
| 3M | -8.8% | -5.8% | -3.0% | -7.8% |
| 6M | -8.9% | +5.4% | -14.3% | -9.9% |
| YTD | +11.2% | +7.1% | +4.1% | +9.5% |
| 1Y | +12.2% | +26.8% | -14.6% | +7.2% |
| 3Y | +68.5% | +128.7% | -60.2% | +42.5% |
| All | +34.7% | +13.1% | +21.6% | +30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling