+144.8%
IEMG vs MLM
+203.1%
-58.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | 0.0% |
| 7D | +1.6% | -2.7% | +4.3% | +2.4% |
| 30D | +4.6% | -8.3% | +13.0% | +7.1% |
| 3M | +4.8% | -12.0% | +16.8% | +8.2% |
| 6M | +16.8% | -17.6% | +34.5% | +22.7% |
| YTD | +24.8% | -18.9% | +43.7% | +31.3% |
| 1Y | +34.3% | -17.6% | +52.0% | +40.4% |
| 3Y | +87.0% | +16.8% | +70.2% | +74.7% |
| 5Y | +49.9% | +41.0% | +8.9% | +30.6% |
| 10Y | +144.8% | +209.3% | -64.5% | +67.3% |
| All | +144.8% | +203.1% | -58.3% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded MLM 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling