+144.3%
IEMG vs NSC
+603.0%
-458.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | 0.0% |
| 7D | +1.6% | -2.0% | +3.7% | +2.3% |
| 30D | +4.6% | -3.2% | +7.8% | +5.8% |
| 3M | +4.8% | +3.9% | +0.9% | +3.1% |
| 6M | +16.8% | +7.8% | +9.0% | +13.0% |
| YTD | +24.8% | +13.4% | +11.4% | +18.4% |
| 1Y | +34.3% | +20.3% | +14.0% | +24.5% |
| 3Y | +87.0% | +76.1% | +10.9% | +46.5% |
| 5Y | +49.9% | +45.0% | +4.9% | +24.0% |
| 10Y | +144.8% | +335.7% | -190.9% | +26.3% |
| All | +144.3% | +603.0% | -458.7% | +0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling