+48.3%
IEMG vs NTAP
+140.4%
-92.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +8.5% | -7.3% | -0.7% |
| 7D | -1.3% | +7.4% | -8.7% | -2.9% |
| 30D | +1.9% | -1.4% | +3.3% | +2.1% |
| 3M | +1.4% | +24.6% | -23.1% | -4.0% |
| 6M | +15.2% | +105.9% | -90.7% | -4.6% |
| YTD | +23.8% | +88.5% | -64.7% | +4.5% |
| 1Y | +30.7% | +62.1% | -31.4% | +14.5% |
| 3Y | +83.3% | +169.1% | -85.8% | +34.4% |
| All | +48.3% | +140.4% | -92.1% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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