+88.0%
IEMG vs PAAS
+247.3%
-159.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.7% | +0.2% |
| 7D | +2.8% | +2.0% | +0.8% | +2.4% |
| 30D | +4.6% | -0.1% | +4.7% | +4.4% |
| 3M | +5.5% | +8.2% | -2.7% | +3.6% |
| 6M | +19.7% | -13.8% | +33.5% | +21.2% |
| YTD | +25.5% | -0.6% | +26.2% | +24.0% |
| 1Y | +35.5% | +44.0% | -8.5% | +26.0% |
| 3Y | +88.0% | +246.6% | -158.6% | +49.8% |
| All | +88.0% | +247.3% | -159.3% | +49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling