+76.7%
IEMG vs MP
+257.7%
-181.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.9% | -2.8% | +1.6% |
| 7D | -2.8% | -10.5% | +7.8% | -1.7% |
| 30D | -12.0% | -23.5% | +11.5% | -9.6% |
| 3M | -9.0% | -25.4% | +16.4% | -6.5% |
| 6M | -11.8% | -51.3% | +39.4% | -5.9% |
| YTD | +8.3% | -29.9% | +38.2% | +10.9% |
| 1Y | +9.6% | -31.8% | +41.5% | +12.2% |
| 3Y | +62.3% | +127.0% | -64.7% | +37.6% |
| 5Y | +33.5% | -3.3% | +36.8% | +21.4% |
| All | +76.7% | +257.7% | -181.0% | +53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling