+144.3%
IEMG vs OMC
+152.2%
-7.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | +0.5% |
| 7D | +1.6% | -4.2% | +5.8% | +2.8% |
| 30D | +4.6% | -7.5% | +12.1% | +6.8% |
| 3M | +4.8% | +4.6% | +0.2% | +2.5% |
| 6M | +16.8% | -4.8% | +21.7% | +17.4% |
| YTD | +24.8% | -1.0% | +25.9% | +22.8% |
| 1Y | +34.3% | +3.8% | +30.5% | +29.3% |
| 3Y | +87.0% | +10.2% | +76.7% | +72.0% |
| 5Y | +49.9% | +29.7% | +20.2% | +26.6% |
| 10Y | +144.8% | +32.3% | +112.5% | +94.0% |
| All | +144.3% | +152.2% | -7.9% | +37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling