+73.9%
IEMG vs LBRT
+34.6%
+39.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.9% | +3.9% | -1.4% |
| 7D | -0.9% | +2.3% | -3.2% | -1.1% |
| 30D | +2.1% | -2.9% | +5.0% | +2.3% |
| 3M | +4.6% | -26.1% | +30.7% | +7.4% |
| 6M | +14.0% | -26.2% | +40.2% | +16.7% |
| YTD | +22.3% | +13.7% | +8.7% | +18.8% |
| 1Y | +30.7% | +93.6% | -62.9% | +18.5% |
| 3Y | +83.2% | +23.2% | +60.0% | +70.4% |
| 5Y | +47.0% | +125.5% | -78.5% | +23.3% |
| All | +73.9% | +34.6% | +39.3% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded LBRT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling