+140.8%
IEMG vs PAAS
+230.4%
-89.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.3% |
| 7D | -1.3% | -1.9% | +0.7% | -1.0% |
| 30D | +1.9% | -3.6% | +5.5% | +2.2% |
| 3M | +1.4% | +8.6% | -7.1% | -0.1% |
| 6M | +15.2% | -16.7% | +31.9% | +17.2% |
| YTD | +23.8% | -1.9% | +25.7% | +22.8% |
| 1Y | +30.7% | +38.0% | -7.3% | +23.2% |
| 3Y | +83.3% | +234.9% | -151.6% | +50.5% |
| 5Y | +48.8% | +119.5% | -70.7% | +26.0% |
| All | +140.8% | +230.4% | -89.6% | +87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 10y: compounded portfolio wealth divided by compounded PAAS 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…
10y analysis · Full analysis span regression · 6 months rolling