+83.3%
IEMG vs MKSI
+190.8%
-107.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +0.8% |
| 7D | -1.3% | +2.7% | -4.0% | -1.9% |
| 30D | +1.9% | -12.8% | +14.7% | +4.8% |
| 3M | +1.4% | -22.5% | +23.9% | +6.1% |
| 6M | +15.2% | +19.4% | -4.2% | +10.3% |
| YTD | +23.8% | +67.7% | -43.9% | +11.2% |
| 1Y | +30.7% | +131.4% | -100.7% | +9.9% |
| 3Y | +83.3% | +197.3% | -114.0% | +39.5% |
| All | +83.3% | +190.8% | -107.6% | +39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling