+142.3%
IEMG vs NYT
+615.5%
-473.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | -1.3% | -0.6% | -0.7% | -1.2% |
| 30D | +1.9% | +4.6% | -2.7% | +0.9% |
| 3M | +1.4% | -9.6% | +11.0% | +3.0% |
| 6M | +15.2% | -14.0% | +29.2% | +18.0% |
| YTD | +23.8% | -2.8% | +26.7% | +23.2% |
| 1Y | +30.7% | +15.6% | +15.1% | +24.7% |
| 3Y | +83.3% | +56.3% | +27.0% | +60.9% |
| 5Y | +48.8% | +39.5% | +9.3% | +30.9% |
| 10Y | +142.8% | +488.0% | -345.2% | +52.8% |
| All | +142.3% | +615.5% | -473.2% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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