+142.3%
IEMG vs LULU
+41.9%
+100.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -0.9% | +0.8% |
| 7D | -1.3% | -1.6% | +0.3% | -1.0% |
| 30D | +1.9% | -18.1% | +20.0% | +4.9% |
| 3M | +1.4% | -18.8% | +20.2% | +4.2% |
| 6M | +15.2% | -39.2% | +54.4% | +24.4% |
| YTD | +23.8% | -52.4% | +76.2% | +39.3% |
| 1Y | +30.7% | -40.3% | +71.0% | +40.5% |
| 3Y | +83.3% | -75.1% | +158.4% | +123.6% |
| 5Y | +48.8% | -76.7% | +125.5% | +78.9% |
| 10Y | +142.8% | +52.7% | +90.0% | +114.3% |
| All | +142.3% | +41.9% | +100.4% | +111.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 LULU 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