+133.0%
IEMG vs M
-7.1%
+140.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.6% |
| 7D | +2.7% | +7.0% | -4.3% | +1.8% |
| 30D | -5.7% | +8.9% | -14.6% | -6.8% |
| 3M | -8.8% | +4.5% | -13.3% | -9.5% |
| 6M | -8.9% | +36.2% | -45.1% | -12.7% |
| YTD | +11.2% | +15.1% | -3.9% | +8.5% |
| 1Y | +12.2% | +27.4% | -15.2% | +8.0% |
| 3Y | +68.5% | +160.1% | -91.6% | +44.5% |
| 5Y | +34.3% | -1.6% | +35.9% | +25.2% |
| All | +133.0% | -7.1% | +140.1% | +88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling