+140.8%
IEMG vs OMC
+34.2%
+106.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.4% |
| 7D | -1.3% | -4.4% | +3.1% | -0.2% |
| 30D | +1.9% | -7.6% | +9.5% | +3.8% |
| 3M | +1.4% | +4.5% | -3.1% | -0.6% |
| 6M | +15.2% | -0.3% | +15.4% | +14.2% |
| YTD | +23.8% | -0.1% | +23.9% | +21.9% |
| 1Y | +30.7% | +4.6% | +26.0% | +26.3% |
| 3Y | +83.3% | +10.5% | +72.8% | +70.4% |
| 5Y | +48.8% | +31.7% | +17.0% | +27.9% |
| All | +140.8% | +34.2% | +106.6% | +98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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