+11.4%
IEMG vs PCOR
-2.2%
+13.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +5.3% | +2.2% | +3.1% | +5.3% |
| 30D | -7.2% | +37.4% | -44.6% | -7.2% |
| 3M | -8.1% | +33.2% | -41.3% | -8.1% |
| 6M | -6.7% | +60.6% | -67.3% | -6.0% |
| YTD | +11.6% | +6.2% | +5.5% | +15.2% |
| 1Y | +11.4% | -1.1% | +12.5% | +16.9% |
| All | +11.4% | -2.2% | +13.6% | +16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling