+38.3%
IEMG vs ONON
-37.3%
+75.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +1.8% |
| 7D | +2.2% | -3.0% | +5.2% | +2.6% |
| 30D | +4.6% | -26.7% | +31.3% | +8.3% |
| 3M | +0.4% | -25.3% | +25.7% | +3.4% |
| 6M | +16.4% | -35.3% | +51.6% | +20.2% |
| YTD | +25.4% | -39.8% | +65.2% | +30.4% |
| 1Y | +38.3% | -39.2% | +77.5% | +45.6% |
| All | +38.3% | -37.3% | +75.6% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 1y: compounded portfolio wealth divided by compounded ONON 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…
1y analysis · Full analysis span regression · 6 months rolling