+48.3%
IEMG vs NSC
+42.7%
+5.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.2% | +1.4% |
| 7D | -1.3% | -2.8% | +1.5% | -0.6% |
| 30D | +1.9% | -4.5% | +6.4% | +3.0% |
| 3M | +1.4% | +3.5% | -2.1% | +0.3% |
| 6M | +15.2% | +8.5% | +6.6% | +12.3% |
| YTD | +23.8% | +12.3% | +11.5% | +19.6% |
| 1Y | +30.7% | +18.9% | +11.7% | +24.2% |
| 3Y | +83.3% | +74.1% | +9.1% | +53.0% |
| All | +48.3% | +42.7% | +5.6% | +31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling