+38.3%
IEMG vs MET
+24.0%
+14.3%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +1.8% |
| 7D | +2.2% | +1.2% | +1.1% | +2.1% |
| 30D | +4.6% | +1.4% | +3.2% | +4.4% |
| 3M | +0.4% | +17.7% | -17.3% | -2.2% |
| 6M | +16.4% | +35.0% | -18.6% | +8.8% |
| YTD | +25.4% | +26.3% | -0.8% | +18.2% |
| 1Y | +38.3% | +22.8% | +15.5% | +30.0% |
| All | +38.3% | +24.0% | +14.3% | +30.0% |
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