+140.8%
IEMG vs NSC
+332.1%
-191.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.2% | +1.5% |
| 7D | -1.3% | -2.8% | +1.5% | -0.3% |
| 30D | +1.9% | -4.5% | +6.4% | +3.5% |
| 3M | +1.4% | +3.5% | -2.1% | -0.1% |
| 6M | +15.2% | +8.5% | +6.6% | +11.2% |
| YTD | +23.8% | +12.3% | +11.5% | +17.9% |
| 1Y | +30.7% | +18.9% | +11.7% | +21.7% |
| 3Y | +83.3% | +74.1% | +9.1% | +44.1% |
| 5Y | +48.8% | +43.9% | +4.9% | +23.3% |
| All | +140.8% | +332.1% | -191.3% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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