+30.7%
IEMG vs M
+25.2%
+5.5%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.7% | +2.7% | -1.2% |
| 7D | -0.9% | -8.8% | +7.9% | +0.7% |
| 30D | +2.1% | -16.4% | +18.5% | +5.2% |
| 3M | +4.6% | -10.8% | +15.4% | +6.2% |
| 6M | +14.0% | +16.1% | -2.1% | +11.1% |
| YTD | +22.3% | -5.3% | +27.6% | +21.8% |
| 1Y | +30.7% | +24.9% | +5.8% | +22.6% |
| All | +30.7% | +25.2% | +5.5% | +22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling