+103.7%
IEMG vs MP
+448.5%
-344.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.3% |
| 7D | +1.6% | -0.7% | +2.3% | +1.7% |
| 30D | +4.6% | -0.7% | +5.3% | +4.6% |
| 3M | +4.8% | 0.0% | +4.8% | +4.5% |
| 6M | +16.8% | -10.0% | +26.8% | +17.1% |
| YTD | +24.8% | +7.5% | +17.4% | +22.6% |
| 1Y | +34.3% | -14.0% | +48.3% | +33.1% |
| 3Y | +87.0% | +153.5% | -66.5% | +57.2% |
| 5Y | +49.9% | +62.7% | -12.8% | +29.9% |
| All | +103.7% | +448.5% | -344.8% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 10y: compounded portfolio wealth divided by compounded MP 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…
10y analysis · Full analysis span regression · 6 months rolling