+48.3%
IEMG vs MTB
+104.1%
-55.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | +1.9% | -4.8% | +6.7% | +2.9% |
| 3M | +1.4% | +6.0% | -4.5% | 0.0% |
| 6M | +15.2% | +19.6% | -4.4% | +10.5% |
| YTD | +23.8% | +21.5% | +2.3% | +18.3% |
| 1Y | +30.7% | +24.7% | +6.0% | +23.9% |
| 3Y | +83.3% | +108.6% | -25.3% | +51.9% |
| All | +48.3% | +104.1% | -55.8% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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