+83.3%
IEMG vs LOW
-10.2%
+93.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -1.3% | -3.7% | +2.4% | -0.4% |
| 30D | +1.9% | -8.9% | +10.8% | +4.1% |
| 3M | +1.4% | -10.4% | +11.8% | +3.8% |
| 6M | +15.2% | -19.4% | +34.6% | +20.9% |
| YTD | +23.8% | -17.1% | +40.9% | +28.8% |
| 1Y | +30.7% | -26.3% | +56.9% | +40.1% |
| 3Y | +83.3% | -9.9% | +93.2% | +81.2% |
| All | +83.3% | -10.2% | +93.5% | +81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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