+83.3%
IEMG vs KR
+33.5%
+49.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.5% | +1.6% |
| 7D | -1.3% | -0.2% | -1.1% | -1.3% |
| 30D | +1.9% | +5.1% | -3.1% | +2.7% |
| 3M | +1.4% | -8.2% | +9.6% | +0.7% |
| 6M | +15.2% | -18.0% | +33.2% | +13.2% |
| YTD | +23.8% | -4.8% | +28.6% | +22.8% |
| 1Y | +30.7% | -11.0% | +41.7% | +29.3% |
| 3Y | +83.3% | +37.7% | +45.6% | +80.3% |
| All | +83.3% | +33.5% | +49.8% | +80.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling