+142.3%
IEMG vs PBR
+254.2%
-112.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.1% | +1.4% |
| 7D | -1.3% | +5.4% | -6.7% | -2.4% |
| 30D | +1.9% | +22.9% | -21.0% | -2.4% |
| 3M | +1.4% | +19.6% | -18.2% | -2.6% |
| 6M | +15.2% | +16.5% | -1.3% | +10.6% |
| YTD | +23.8% | +86.7% | -62.8% | +7.5% |
| 1Y | +30.7% | +74.7% | -44.1% | +14.7% |
| 3Y | +83.3% | +102.6% | -19.3% | +53.6% |
| 5Y | +48.8% | +566.6% | -517.8% | -7.4% |
| 10Y | +142.8% | +686.1% | -543.3% | +29.9% |
| All | +142.3% | +254.2% | -112.0% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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