+68.5%
IEMG vs LTH
+241.8%
-173.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.7% |
| 7D | +2.7% | -1.3% | +4.0% | +2.9% |
| 30D | -5.7% | +15.7% | -21.4% | -7.6% |
| 3M | -8.8% | +5.0% | -13.8% | -9.5% |
| 6M | -8.9% | +37.7% | -46.6% | -13.3% |
| YTD | +11.2% | +75.0% | -63.8% | +1.8% |
| 1Y | +12.2% | +82.6% | -70.4% | +2.1% |
| 3Y | +68.5% | +241.3% | -172.8% | +43.6% |
| All | +68.5% | +241.8% | -173.3% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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