+50.6%
IEMG vs PCAR
+168.7%
-118.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.8% | +0.6% |
| 7D | +2.8% | 0.0% | +2.7% | +2.8% |
| 30D | +4.6% | -7.7% | +12.4% | +7.1% |
| 3M | +5.5% | +3.7% | +1.8% | +4.2% |
| 6M | +19.7% | +2.3% | +17.4% | +18.5% |
| YTD | +25.5% | +12.8% | +12.7% | +21.0% |
| 1Y | +35.5% | +27.8% | +7.8% | +26.0% |
| 3Y | +88.0% | +61.8% | +26.2% | +56.9% |
| 5Y | +50.6% | +168.2% | -117.6% | +2.6% |
| All | +50.6% | +168.7% | -118.1% | +2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling