+137.9%
IEMG vs M
-10.0%
+147.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.7% | +2.7% | -1.4% |
| 7D | -0.9% | -8.8% | +7.9% | +0.2% |
| 30D | +2.1% | -16.4% | +18.5% | +4.3% |
| 3M | +4.6% | -10.8% | +15.4% | +5.9% |
| 6M | +14.0% | +16.1% | -2.1% | +11.6% |
| YTD | +22.3% | -5.3% | +27.6% | +22.5% |
| 1Y | +30.7% | +24.9% | +5.8% | +26.2% |
| 3Y | +83.2% | +97.5% | -14.3% | +62.6% |
| 5Y | +47.0% | +20.4% | +26.6% | +33.7% |
| All | +137.9% | -10.0% | +147.8% | +89.0% |
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