+117.9%
IEMG vs LDOS
+879.5%
-761.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.5% | +2.4% |
| 7D | -0.1% | -5.8% | +5.7% | +1.1% |
| 30D | -8.8% | +11.6% | -20.3% | -11.0% |
| 3M | -7.2% | -1.0% | -6.2% | -7.3% |
| 6M | -9.8% | +5.1% | -14.9% | -11.5% |
| YTD | +11.4% | -24.0% | +35.4% | +16.7% |
| 1Y | +13.2% | -30.3% | +43.5% | +21.0% |
| 3Y | +70.0% | +37.0% | +33.1% | +50.1% |
| 5Y | +36.6% | +53.4% | -16.8% | +14.9% |
| 10Y | +121.0% | +252.0% | -131.0% | +48.9% |
| All | +117.9% | +879.5% | -761.5% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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