+47.0%
IEMG vs NDAQ
+48.4%
-1.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.4% |
| 7D | -0.9% | -6.8% | +5.9% | +0.8% |
| 30D | +2.1% | -3.2% | +5.3% | +2.9% |
| 3M | +4.6% | +6.5% | -1.9% | +2.5% |
| 6M | +14.0% | +5.7% | +8.3% | +11.7% |
| YTD | +22.3% | -4.6% | +27.0% | +23.0% |
| 1Y | +30.7% | -1.6% | +32.3% | +30.0% |
| 3Y | +83.2% | +86.4% | -3.2% | +46.7% |
| 5Y | +47.0% | +50.3% | -3.3% | +20.6% |
| All | +47.0% | +48.4% | -1.4% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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