+168.4%
IEMG vs P
+485.4%
-317.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.4% |
| 7D | +2.2% | +6.5% | -4.3% | +1.1% |
| 30D | +4.6% | +18.8% | -14.2% | +1.0% |
| 3M | +0.4% | +26.7% | -26.4% | -4.4% |
| 6M | +16.4% | +62.2% | -45.8% | +5.6% |
| YTD | +25.4% | +48.5% | -23.1% | +14.9% |
| 1Y | +38.3% | +26.4% | +11.9% | +28.3% |
| 3Y | +84.1% | +159.4% | -75.3% | +42.6% |
| 5Y | +49.0% | +275.8% | -226.8% | +4.6% |
| 10Y | +141.8% | +732.0% | -590.2% | +40.2% |
| All | +168.4% | +485.4% | -317.0% | +54.3% |
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