+137.9%
IEMG vs MTUM
+604.3%
-466.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +0.3% |
| 7D | -1.3% | +0.7% | -2.0% | -1.8% |
| 30D | +1.9% | -2.4% | +4.4% | +3.6% |
| 3M | +1.4% | -3.6% | +5.1% | +3.7% |
| 6M | +15.2% | +23.7% | -8.5% | -0.7% |
| YTD | +23.8% | +22.9% | +0.9% | +7.1% |
| 1Y | +30.7% | +21.8% | +8.9% | +13.6% |
| 3Y | +83.3% | +114.4% | -31.2% | +4.2% |
| 5Y | +48.8% | +79.6% | -30.8% | -5.0% |
| 10Y | +142.8% | +356.2% | -213.5% | -31.1% |
| All | +137.9% | +604.3% | -466.5% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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