+144.3%
IEMG vs LOW
+680.5%
-536.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.2% |
| 7D | +1.6% | -0.6% | +2.2% | +1.8% |
| 30D | +4.6% | -9.3% | +13.9% | +7.9% |
| 3M | +4.8% | -8.1% | +12.9% | +7.3% |
| 6M | +16.8% | -19.8% | +36.6% | +24.7% |
| YTD | +24.8% | -16.4% | +41.2% | +31.1% |
| 1Y | +34.3% | -24.7% | +59.0% | +45.6% |
| 3Y | +87.0% | -8.8% | +95.8% | +87.2% |
| 5Y | +49.9% | +7.8% | +42.2% | +38.3% |
| 10Y | +144.8% | +233.8% | -89.1% | +41.4% |
| All | +144.3% | +680.5% | -536.2% | +11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling