+145.4%
IEMG vs LII
+821.0%
-675.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.3% |
| 7D | +2.2% | -0.7% | +3.0% | +2.4% |
| 30D | +4.6% | -12.6% | +17.2% | +8.7% |
| 3M | +0.4% | -24.4% | +24.8% | +7.7% |
| 6M | +16.4% | -28.7% | +45.1% | +26.6% |
| YTD | +25.4% | -19.1% | +44.6% | +31.1% |
| 1Y | +38.3% | -29.7% | +68.0% | +49.9% |
| 3Y | +84.1% | +4.8% | +79.3% | +70.3% |
| 5Y | +49.0% | +24.6% | +24.4% | +27.1% |
| 10Y | +141.8% | +169.2% | -27.4% | +46.6% |
| All | +145.4% | +821.0% | -675.5% | -8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling