+6.5%
IEMG vs KEYS
+45.0%
-38.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -8.8% | +3.2% | -2.8% |
| 7D | -7.4% | -21.0% | +13.6% | -0.4% |
| 30D | -14.9% | -32.8% | +18.0% | -3.7% |
| 3M | -11.6% | -22.4% | +10.9% | -4.7% |
| 6M | -11.1% | -26.8% | +15.7% | -3.0% |
| YTD | +6.0% | +28.3% | -22.2% | +3.0% |
| 1Y | +6.5% | +40.2% | -33.7% | +2.1% |
| All | +6.5% | +45.0% | -38.5% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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