+83.3%
IEMG vs MKC
-31.4%
+114.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.2% |
| 7D | -1.3% | -1.5% | +0.2% | -1.3% |
| 30D | +1.9% | -3.1% | +5.0% | +2.0% |
| 3M | +1.4% | +5.2% | -3.8% | +1.0% |
| 6M | +15.2% | -12.8% | +28.0% | +17.0% |
| YTD | +23.8% | -23.3% | +47.1% | +27.5% |
| 1Y | +30.7% | -24.1% | +54.8% | +34.7% |
| 3Y | +83.3% | -32.1% | +115.4% | +90.2% |
| All | +83.3% | -31.4% | +114.7% | +90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 3y: compounded portfolio wealth divided by compounded MKC 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…
3y analysis · Full analysis span regression · 6 months rolling