+13.9%
IEMG vs LEN
-21.9%
+35.8%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.1% | -6.2% | -0.1% |
| 7D | -3.1% | +10.5% | -13.6% | -4.6% |
| 30D | -10.3% | +24.6% | -35.0% | -13.6% |
| 3M | -6.6% | +6.6% | -13.2% | -7.4% |
| 6M | -3.9% | +10.6% | -14.5% | -5.5% |
| YTD | +12.4% | -8.3% | +20.7% | +12.9% |
| 1Y | +13.9% | -22.5% | +36.4% | +15.4% |
| All | +13.9% | -21.9% | +35.8% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling