+29.1%
IEMG vs MDB
+10.9%
+18.2%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.3% | -6.3% | -2.3% |
| 7D | -0.9% | -2.8% | +1.9% | -0.7% |
| 30D | +2.1% | -14.9% | +17.0% | +3.2% |
| 3M | +4.6% | +7.3% | -2.7% | +3.5% |
| 6M | +14.0% | +38.2% | -24.1% | +9.7% |
| YTD | +22.3% | -10.9% | +33.3% | +21.5% |
| All | +29.1% | +10.9% | +18.2% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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