+140.8%
IEMG vs NOC
+192.5%
-51.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -1.3% | +0.8% | -2.1% | -1.4% |
| 30D | +1.9% | -9.7% | +11.6% | +3.4% |
| 3M | +1.4% | -5.6% | +7.1% | +2.0% |
| 6M | +15.2% | -28.6% | +43.8% | +21.1% |
| YTD | +23.8% | -7.9% | +31.7% | +24.4% |
| 1Y | +30.7% | -9.5% | +40.2% | +31.5% |
| 3Y | +83.3% | +28.4% | +54.9% | +70.1% |
| 5Y | +48.8% | +59.0% | -10.2% | +26.4% |
| All | +140.8% | +192.5% | -51.7% | +74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 10y: compounded portfolio wealth divided by compounded NOC 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…
10y analysis · Full analysis span regression · 6 months rolling