+145.4%
IEMG vs KEY
+332.0%
-186.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.6% |
| YTD | +25.4% | +10.6% | +14.8% | +21.9% |
| 1Y | +38.3% | +20.4% | +17.9% | +31.3% |
| 3Y | +84.1% | +121.8% | -37.8% | +45.3% |
| 5Y | +49.0% | +41.1% | +7.9% | +27.0% |
| 10Y | +141.8% | +168.5% | -26.7% | +48.6% |
| All | +145.4% | +332.0% | -186.5% | +23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling