+30.7%
IEMG vs P
+20.5%
+10.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.3% | -3.1% | +0.5% |
| 7D | -1.3% | -1.3% | 0.0% | -1.1% |
| 30D | +1.9% | -11.9% | +13.8% | +3.7% |
| 3M | +1.4% | +41.6% | -40.2% | -5.2% |
| 6M | +15.2% | +58.1% | -43.0% | +5.6% |
| YTD | +23.8% | +46.5% | -22.7% | +14.2% |
| 1Y | +30.7% | +19.1% | +11.6% | +20.8% |
| All | +30.7% | +20.5% | +10.1% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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