+48.3%
IEMG vs MAR
+154.9%
-106.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.7% |
| 7D | -1.3% | -0.5% | -0.8% | -1.1% |
| 30D | +1.9% | -5.4% | +7.3% | +3.5% |
| 3M | +1.4% | -15.5% | +16.9% | +6.2% |
| 6M | +15.2% | +3.0% | +12.2% | +13.6% |
| YTD | +23.8% | +8.5% | +15.3% | +19.9% |
| 1Y | +30.7% | +26.0% | +4.7% | +20.5% |
| 3Y | +83.3% | +68.6% | +14.7% | +51.2% |
| All | +48.3% | +154.9% | -106.6% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 5y: compounded portfolio wealth divided by compounded MAR 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…
5y analysis · Full analysis span regression · 6 months rolling