+84.8%
IEMG vs LII
-1.0%
+85.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | 0.0% |
| 7D | +1.6% | +0.5% | +1.1% | +1.5% |
| 30D | +4.6% | -11.2% | +15.9% | +7.3% |
| 3M | +4.8% | -28.8% | +33.6% | +12.0% |
| 6M | +16.8% | -26.9% | +43.8% | +23.5% |
| YTD | +24.8% | -22.2% | +47.0% | +30.2% |
| 1Y | +34.3% | -32.0% | +66.3% | +43.4% |
| All | +84.8% | -1.0% | +85.8% | +81.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling