+144.3%
IEMG vs NOC
+841.8%
-697.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.4% |
| 7D | +1.6% | -1.6% | +3.2% | +1.9% |
| 30D | +4.6% | -10.4% | +15.0% | +6.8% |
| 3M | +4.8% | -5.6% | +10.5% | +5.7% |
| 6M | +16.8% | -30.4% | +47.2% | +25.4% |
| YTD | +24.8% | -8.5% | +33.3% | +25.7% |
| 1Y | +34.3% | -8.3% | +42.6% | +35.0% |
| 3Y | +87.0% | +28.2% | +58.7% | +70.0% |
| 5Y | +49.9% | +56.7% | -6.8% | +23.4% |
| 10Y | +144.8% | +189.3% | -44.6% | +49.9% |
| All | +144.3% | +841.8% | -697.6% | -8.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling