+83.3%
IEMG vs MMM
+100.2%
-17.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +0.9% |
| 7D | -1.3% | -2.1% | +0.8% | -0.8% |
| 30D | +1.9% | -9.8% | +11.8% | +4.1% |
| 3M | +1.4% | +4.9% | -3.5% | +0.3% |
| 6M | +15.2% | +7.3% | +7.8% | +13.1% |
| YTD | +23.8% | +4.5% | +19.3% | +22.1% |
| 1Y | +30.7% | +5.4% | +25.3% | +28.4% |
| 3Y | +83.3% | +98.6% | -15.3% | +59.7% |
| All | +83.3% | +100.2% | -17.0% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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