+49.3%
IEMG vs ONON
-22.6%
+71.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +0.9% |
| 7D | -1.3% | -2.1% | +0.8% | -1.0% |
| 30D | +1.9% | -11.6% | +13.5% | +3.5% |
| 3M | +1.4% | -30.1% | +31.5% | +5.7% |
| 6M | +15.2% | -30.5% | +45.7% | +19.8% |
| YTD | +23.8% | -41.0% | +64.9% | +31.4% |
| 1Y | +30.7% | -36.7% | +67.4% | +36.8% |
| 3Y | +83.3% | -8.6% | +91.9% | +77.5% |
| All | +49.3% | -22.6% | +71.9% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling