+47.0%
IEMG vs O
+14.0%
+33.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.8% |
| 7D | -0.9% | -3.5% | +2.7% | -0.1% |
| 30D | +2.1% | -3.3% | +5.4% | +2.9% |
| 3M | +4.6% | -2.8% | +7.4% | +5.0% |
| 6M | +14.0% | -5.8% | +19.8% | +15.3% |
| YTD | +22.3% | +9.4% | +12.9% | +18.7% |
| 1Y | +30.7% | +5.7% | +25.0% | +27.9% |
| 3Y | +83.2% | +27.2% | +56.0% | +67.7% |
| 5Y | +47.0% | +17.2% | +29.8% | +40.1% |
| All | +47.0% | +14.0% | +33.0% | +40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling