+50.6%
IEMG vs MP
+61.8%
-11.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.5% | -0.1% |
| 7D | +2.8% | +3.0% | -0.2% | +2.4% |
| 30D | +4.6% | +8.3% | -3.7% | +3.5% |
| 3M | +5.5% | -3.8% | +9.3% | +5.5% |
| 6M | +19.7% | -4.9% | +24.6% | +19.2% |
| YTD | +25.5% | +9.6% | +15.9% | +22.6% |
| 1Y | +35.5% | -11.7% | +47.2% | +33.6% |
| 3Y | +88.0% | +158.5% | -70.5% | +51.3% |
| 5Y | +50.6% | +68.9% | -18.3% | +24.1% |
| All | +50.6% | +61.8% | -11.2% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling