+137.9%
IEMG vs LII
+170.6%
-32.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.8% |
| 7D | -0.9% | -3.5% | +2.6% | +0.1% |
| 30D | +2.1% | -13.5% | +15.6% | +6.1% |
| 3M | +4.6% | -26.0% | +30.6% | +12.3% |
| 6M | +14.0% | -26.8% | +40.9% | +22.4% |
| YTD | +22.3% | -22.9% | +45.2% | +29.1% |
| 1Y | +30.7% | -32.6% | +63.3% | +42.6% |
| 3Y | +83.2% | -1.3% | +84.5% | +73.6% |
| 5Y | +47.0% | +23.1% | +23.9% | +27.1% |
| All | +137.9% | +170.6% | -32.7% | +61.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling