+140.8%
IEMG vs KR
+129.5%
+11.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.5% | +1.2% |
| 7D | -1.3% | -0.2% | -1.1% | -1.3% |
| 30D | +1.9% | +5.1% | -3.1% | +1.8% |
| 3M | +1.4% | -8.2% | +9.6% | +1.6% |
| 6M | +15.2% | -18.0% | +33.2% | +15.7% |
| YTD | +23.8% | -4.8% | +28.6% | +23.6% |
| 1Y | +30.7% | -11.0% | +41.7% | +30.7% |
| 3Y | +83.3% | +37.7% | +45.6% | +78.1% |
| 5Y | +48.8% | +52.8% | -4.0% | +42.8% |
| All | +140.8% | +129.5% | +11.3% | +124.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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