+49.9%
IEMG vs P
+274.2%
-224.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | +0.1% |
| 7D | +1.6% | +5.0% | -3.4% | +0.8% |
| 30D | +4.6% | -0.9% | +5.6% | +4.4% |
| 3M | +4.8% | +38.7% | -33.8% | -0.8% |
| 6M | +16.8% | +54.4% | -37.6% | +8.2% |
| YTD | +24.8% | +44.8% | -20.0% | +16.2% |
| 1Y | +34.3% | +22.5% | +11.8% | +26.3% |
| 3Y | +87.0% | +148.2% | -61.3% | +50.4% |
| 5Y | +49.9% | +268.9% | -219.0% | +10.1% |
| All | +49.9% | +274.2% | -224.2% | +10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling