+50.0%
IEMG vs MMM
+25.4%
+24.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.3% | -0.1% |
| 7D | +1.6% | -2.6% | +4.2% | +2.3% |
| 30D | +4.6% | -9.3% | +13.9% | +7.1% |
| 3M | +4.8% | +5.6% | -0.7% | +3.3% |
| 6M | +16.8% | +9.5% | +7.4% | +14.0% |
| YTD | +24.8% | +4.1% | +20.7% | +23.0% |
| 1Y | +34.3% | +9.4% | +24.9% | +30.5% |
| 3Y | +87.0% | +101.0% | -14.0% | +54.3% |
| All | +50.0% | +25.4% | +24.6% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling