+140.8%
IEMG vs O
+54.0%
+86.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -1.3% | -2.9% | +1.6% | -0.4% |
| 30D | +1.9% | -4.5% | +6.4% | +3.3% |
| 3M | +1.4% | -2.6% | +4.1% | +1.9% |
| 6M | +15.2% | -5.6% | +20.8% | +16.7% |
| YTD | +23.8% | +9.3% | +14.6% | +19.7% |
| 1Y | +30.7% | +4.3% | +26.4% | +28.1% |
| 3Y | +83.3% | +27.4% | +55.8% | +66.5% |
| 5Y | +48.8% | +17.1% | +31.7% | +37.9% |
| All | +140.8% | +54.0% | +86.7% | +102.0% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 10y: compounded portfolio wealth divided by compounded O 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…
10y analysis · Full analysis span regression · 6 months rolling