+13.9%
IEMG vs MCK
+31.3%
-17.4%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.0% | -6.1% | +1.9% |
| 7D | -3.1% | +11.3% | -14.4% | -1.5% |
| 30D | -10.3% | +16.8% | -27.2% | -8.2% |
| 3M | -6.6% | +28.9% | -35.5% | -2.9% |
| 6M | -3.9% | +32.7% | -36.5% | +1.4% |
| YTD | +12.4% | +30.8% | -18.4% | +19.7% |
| 1Y | +13.9% | +27.6% | -13.7% | +21.0% |
| All | +13.9% | +31.3% | -17.4% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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