+47.5%
IEMG vs ONON
-24.2%
+71.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -0.9% | -5.3% | +4.5% | -0.2% |
| 30D | +2.1% | -13.1% | +15.3% | +4.0% |
| 3M | +4.6% | -29.3% | +33.9% | +8.9% |
| 6M | +14.0% | -34.5% | +48.6% | +19.5% |
| YTD | +22.3% | -42.2% | +64.6% | +30.2% |
| 1Y | +30.7% | -37.3% | +68.0% | +37.0% |
| 3Y | +83.2% | -9.3% | +92.5% | +77.5% |
| All | +47.5% | -24.2% | +71.7% | +35.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling