+11.4%
IEMG vs MP
-39.6%
+51.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.3% | -1.7% |
| 7D | +5.3% | +11.0% | -5.7% | +3.1% |
| 30D | -7.2% | -11.7% | +4.5% | -5.2% |
| 3M | -8.1% | -30.8% | +22.7% | -2.1% |
| 6M | -6.7% | -42.9% | +36.2% | +1.5% |
| YTD | +11.6% | -25.9% | +37.5% | +16.0% |
| 1Y | +11.4% | -37.3% | +48.7% | +16.8% |
| All | +11.4% | -39.6% | +51.0% | +16.8% |
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