+107.4%
IEMG vs OPEN
-71.4%
+178.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.2% |
| 7D | +2.8% | +1.0% | +1.8% | +2.7% |
| 30D | +4.6% | -11.9% | +16.5% | +5.3% |
| 3M | +5.5% | -28.8% | +34.3% | +7.2% |
| 6M | +19.7% | -38.6% | +58.3% | +22.4% |
| YTD | +25.5% | -47.3% | +72.9% | +29.0% |
| 1Y | +35.5% | -49.2% | +84.7% | +36.6% |
| 3Y | +88.0% | -18.8% | +106.8% | +72.1% |
| 5Y | +50.6% | -83.6% | +134.2% | +43.2% |
| All | +107.4% | -71.4% | +178.9% | +91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OPEN.
Daily Out/Under-Performance
Portfolio return minus OPEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OPEN 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 OPEN 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