+145.6%
IEMG vs NTAP
+814.8%
-669.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.4% |
| 7D | +2.8% | +3.3% | -0.5% | +1.9% |
| 30D | +4.6% | -0.2% | +4.8% | +4.5% |
| 3M | +5.5% | +11.4% | -5.9% | +2.1% |
| 6M | +19.7% | +88.7% | -69.0% | -0.5% |
| YTD | +25.5% | +78.9% | -53.4% | +5.4% |
| 1Y | +35.5% | +58.8% | -23.3% | +17.3% |
| 3Y | +88.0% | +153.5% | -65.6% | +38.7% |
| 5Y | +50.6% | +136.7% | -86.1% | +11.3% |
| 10Y | +138.4% | +590.2% | -451.8% | +22.1% |
| All | +145.6% | +814.8% | -669.2% | +17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling