+142.3%
IEMG vs KR
+507.2%
-365.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.5% | +1.1% |
| 7D | -1.3% | -0.2% | -1.1% | -1.3% |
| 30D | +1.9% | +5.1% | -3.1% | +1.6% |
| 3M | +1.4% | -8.2% | +9.6% | +1.9% |
| 6M | +15.2% | -18.0% | +33.2% | +16.5% |
| YTD | +23.8% | -4.8% | +28.6% | +23.5% |
| 1Y | +30.7% | -11.0% | +41.7% | +31.0% |
| 3Y | +83.3% | +37.7% | +45.6% | +74.8% |
| 5Y | +48.8% | +52.8% | -4.0% | +38.8% |
| 10Y | +142.8% | +128.8% | +14.0% | +106.9% |
| All | +142.3% | +507.2% | -365.0% | +49.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling