+16.8%
IEMG vs MULL
+370.7%
-353.8%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.4% | -5.9% | -1.1% |
| 7D | +1.6% | +14.8% | -13.2% | -0.1% |
| 30D | +4.6% | +36.6% | -31.9% | +0.5% |
| 3M | +4.8% | -8.9% | +13.7% | +1.3% |
| 6M | +16.8% | +311.9% | -295.1% | -7.3% |
| All | +16.8% | +370.7% | -353.8% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 6mo: compounded portfolio wealth divided by compounded MULL 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…
6mo analysis · Full analysis span regression · 6 months rolling