+140.8%
IEMG vs MKSI
+524.1%
-383.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +0.7% |
| 7D | -1.3% | +2.7% | -4.0% | -2.0% |
| 30D | +1.9% | -12.8% | +14.7% | +5.4% |
| 3M | +1.4% | -22.5% | +23.9% | +6.9% |
| 6M | +15.2% | +19.4% | -4.2% | +8.1% |
| YTD | +23.8% | +67.7% | -43.9% | +5.9% |
| 1Y | +30.7% | +131.4% | -100.7% | +1.7% |
| 3Y | +83.3% | +197.3% | -114.0% | +24.1% |
| 5Y | +48.8% | +87.0% | -38.2% | +10.3% |
| All | +140.8% | +524.1% | -383.3% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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