+88.4%
IEMG vs KVUE
-20.4%
+108.9%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -1.3% | -5.1% | +3.8% | -1.0% |
| 30D | +1.9% | -6.3% | +8.2% | +2.3% |
| 3M | +1.4% | -0.5% | +1.9% | +1.3% |
| 6M | +15.2% | +3.1% | +12.1% | +14.7% |
| YTD | +23.8% | +6.7% | +17.1% | +23.1% |
| 1Y | +30.7% | -1.1% | +31.8% | +30.8% |
| 3Y | +83.3% | -8.7% | +92.0% | +83.8% |
| All | +88.4% | -20.4% | +108.9% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KVUE.
Daily Out/Under-Performance
Portfolio return minus KVUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVUE 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 KVUE 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