+88.0%
IEMG vs PCAR
+64.3%
+23.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.8% | +0.5% |
| 7D | +2.8% | 0.0% | +2.7% | +2.8% |
| 30D | +4.6% | -7.7% | +12.4% | +6.9% |
| 3M | +5.5% | +3.7% | +1.8% | +4.3% |
| 6M | +19.7% | +2.3% | +17.4% | +18.5% |
| YTD | +25.5% | +12.8% | +12.7% | +21.6% |
| 1Y | +35.5% | +27.8% | +7.8% | +27.6% |
| 3Y | +88.0% | +61.8% | +26.2% | +53.0% |
| All | +88.0% | +64.3% | +23.7% | +53.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling