+138.8%
IEMG vs P
+547.6%
-408.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.4% | -4.7% | -1.9% |
| 7D | +5.3% | +17.8% | -12.5% | +2.4% |
| 30D | -7.2% | -29.9% | +22.7% | -2.0% |
| 3M | -8.1% | -1.2% | -6.9% | -9.0% |
| 6M | -6.7% | +32.1% | -38.8% | -12.9% |
| YTD | +11.6% | +64.3% | -52.7% | -0.3% |
| 1Y | +11.4% | +24.3% | -12.9% | +3.0% |
| 3Y | +69.3% | +203.2% | -133.9% | +26.6% |
| 5Y | +34.9% | +290.4% | -255.5% | -6.5% |
| 10Y | +132.1% | +680.9% | -548.8% | +33.6% |
| All | +138.8% | +547.6% | -408.8% | +33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling