+49.9%
IEMG vs PAAS
+122.5%
-72.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.7% | -4.3% | -1.2% |
| 7D | +1.6% | +2.6% | -1.0% | +1.1% |
| 30D | +4.6% | +2.5% | +2.2% | +3.9% |
| 3M | +4.8% | +15.1% | -10.2% | +1.8% |
| 6M | +16.8% | -12.1% | +28.9% | +18.1% |
| YTD | +24.8% | +3.1% | +21.8% | +22.3% |
| 1Y | +34.3% | +50.8% | -16.5% | +22.8% |
| 3Y | +87.0% | +259.5% | -172.5% | +42.5% |
| 5Y | +49.9% | +126.3% | -76.4% | +21.2% |
| All | +49.9% | +122.5% | -72.6% | +21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling