+32.7%
IEMG vs PCOR
-9.0%
+41.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +2.7% |
| 7D | -0.1% | +22.2% | -22.3% | -3.0% |
| 30D | -8.8% | +36.0% | -44.8% | -12.7% |
| 3M | -7.2% | +34.0% | -41.2% | -11.2% |
| 6M | -9.8% | +43.5% | -53.3% | -14.9% |
| YTD | +11.4% | +5.1% | +6.3% | +9.3% |
| 1Y | +13.2% | -3.9% | +17.1% | +12.7% |
| 3Y | +70.0% | +52.9% | +17.1% | +52.9% |
| 5Y | +36.6% | -18.7% | +55.3% | +24.9% |
| All | +32.7% | -9.0% | +41.7% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling