+145.6%
IEMG vs O
+199.8%
-54.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.2% |
| 7D | +2.8% | -0.6% | +3.3% | +3.0% |
| 30D | +4.6% | -2.0% | +6.6% | +5.2% |
| 3M | +5.5% | +3.0% | +2.5% | +4.2% |
| 6M | +19.7% | -3.6% | +23.3% | +20.5% |
| YTD | +25.5% | +12.1% | +13.5% | +20.5% |
| 1Y | +35.5% | +8.9% | +26.6% | +31.2% |
| 3Y | +88.0% | +30.3% | +57.6% | +69.9% |
| 5Y | +50.6% | +13.7% | +36.9% | +41.1% |
| 10Y | +138.4% | +50.3% | +88.1% | +96.7% |
| All | +145.6% | +199.8% | -54.2% | +60.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling