+34.3%
IEMG vs MP
-14.3%
+48.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +4.1% |
| 6M | +16.8% | -10.0% | +26.8% | +16.5% |
| YTD | +24.8% | +7.5% | +17.4% | +23.4% |
| 1Y | +34.3% | -14.0% | +48.3% | +33.8% |
| All | +34.3% | -14.3% | +48.6% | +33.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling