+13.9%
IEMG vs LII
-26.0%
+39.9%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.6% | -2.7% | +0.2% |
| 7D | -3.1% | +7.9% | -11.0% | -4.6% |
| 30D | -10.3% | -0.6% | -9.7% | -10.5% |
| 3M | -6.6% | -19.3% | +12.7% | -2.0% |
| 6M | -3.9% | -29.8% | +26.0% | +3.2% |
| YTD | +12.4% | -25.4% | +37.8% | +18.0% |
| 1Y | +13.9% | -26.2% | +40.1% | +19.8% |
| All | +13.9% | -26.0% | +39.9% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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