+48.3%
IEMG vs NI
+96.9%
-48.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | +1.9% | -1.4% | +3.3% | +2.2% |
| 3M | +1.4% | -10.6% | +12.0% | +3.5% |
| 6M | +15.2% | -9.3% | +24.5% | +17.1% |
| YTD | +23.8% | +1.1% | +22.7% | +23.0% |
| 1Y | +30.7% | +3.4% | +27.3% | +29.1% |
| 3Y | +83.3% | +67.9% | +15.4% | +63.1% |
| All | +48.3% | +96.9% | -48.6% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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