+13.9%
IEMG vs MET
+35.0%
-21.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.8% |
| 7D | -3.1% | +3.9% | -7.0% | -3.3% |
| 30D | -10.3% | +6.8% | -17.2% | -10.8% |
| 3M | -6.6% | +7.7% | -14.3% | -7.2% |
| 6M | -3.9% | +32.9% | -36.8% | -9.1% |
| YTD | +12.4% | +33.9% | -21.5% | +4.0% |
| 1Y | +13.9% | +33.0% | -19.1% | +5.2% |
| All | +13.9% | +35.0% | -21.1% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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