+11.4%
IEMG vs PCAR
+11.4%
0.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.8% |
| 7D | +5.3% | +2.1% | +3.2% | +4.5% |
| 30D | -7.2% | -1.2% | -6.0% | -6.9% |
| 3M | -8.1% | -18.6% | +10.5% | -1.0% |
| 6M | -6.7% | -5.1% | -1.6% | -5.8% |
| YTD | +11.6% | -1.8% | +13.4% | +13.0% |
| 1Y | +11.4% | +10.6% | +0.8% | +11.5% |
| All | +11.4% | +11.4% | 0.0% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 1y: compounded portfolio wealth divided by compounded PCAR 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…
1y analysis · Full analysis span regression · 6 months rolling