+140.8%
IEMG vs MCO
+393.6%
-252.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.6% |
| 7D | -1.3% | -3.8% | +2.5% | +0.2% |
| 30D | +1.9% | -0.4% | +2.3% | +1.9% |
| 3M | +1.4% | +7.7% | -6.3% | -2.2% |
| 6M | +15.2% | +7.0% | +8.2% | +11.0% |
| YTD | +23.8% | -6.4% | +30.2% | +25.1% |
| 1Y | +30.7% | -7.6% | +38.3% | +32.2% |
| 3Y | +83.3% | +43.2% | +40.1% | +49.9% |
| 5Y | +48.8% | +29.6% | +19.2% | +24.4% |
| All | +140.8% | +393.6% | -252.8% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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