+83.3%
IEMG vs NTR
+36.8%
+46.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | -1.3% | -1.3% | 0.0% | -1.1% |
| 30D | +1.9% | +16.8% | -14.9% | 0.0% |
| 3M | +1.4% | +20.7% | -19.3% | -1.1% |
| 6M | +15.2% | +0.5% | +14.6% | +14.9% |
| YTD | +23.8% | +29.2% | -5.4% | +17.6% |
| 1Y | +30.7% | +39.6% | -8.9% | +21.8% |
| 3Y | +83.3% | +37.9% | +45.4% | +66.0% |
| All | +83.3% | +36.8% | +46.5% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 3y: compounded portfolio wealth divided by compounded NTR 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…
3y analysis · Full analysis span regression · 6 months rolling