+117.9%
IEMG vs MLM
+629.9%
-512.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.4% | +2.2% |
| 7D | -0.1% | -3.8% | +3.7% | +1.0% |
| 30D | -8.8% | +11.0% | -19.8% | -11.5% |
| 3M | -7.2% | -3.1% | -4.1% | -6.5% |
| 6M | -9.8% | -9.8% | 0.0% | -7.7% |
| YTD | +11.4% | -14.4% | +25.7% | +15.3% |
| 1Y | +13.2% | -12.6% | +25.7% | +16.4% |
| 3Y | +70.0% | +19.7% | +50.3% | +58.0% |
| 5Y | +36.6% | +29.8% | +6.8% | +22.0% |
| 10Y | +121.0% | +153.5% | -32.5% | +54.2% |
| All | +117.9% | +629.9% | -512.0% | +5.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling