+130.8%
IEMG vs KEYS
+1,113.8%
-983.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.0% | -2.8% | -0.1% |
| 7D | -1.3% | +3.5% | -4.8% | -2.4% |
| 30D | +1.9% | -4.5% | +6.4% | +3.3% |
| 3M | +1.4% | -0.4% | +1.8% | +1.1% |
| 6M | +15.2% | +19.1% | -4.0% | +8.0% |
| YTD | +23.8% | +66.7% | -42.8% | +2.7% |
| 1Y | +30.7% | +96.5% | -65.8% | +2.0% |
| 3Y | +83.3% | +155.2% | -71.9% | +27.2% |
| 5Y | +48.8% | +88.0% | -39.2% | +11.9% |
| 10Y | +142.8% | +1,046.8% | -904.0% | -6.4% |
| All | +130.8% | +1,113.8% | -983.0% | -11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling