+35.5%
IEMG vs PCOR
-19.9%
+55.5%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.2% | +0.1% |
| 7D | +2.8% | -6.9% | +9.7% | +2.9% |
| 30D | +4.6% | -1.5% | +6.2% | +4.6% |
| 3M | +5.5% | +18.5% | -13.0% | +5.7% |
| 6M | +19.7% | -4.7% | +24.4% | +20.5% |
| YTD | +25.5% | -22.8% | +48.3% | +29.4% |
| 1Y | +35.5% | -20.7% | +56.2% | +39.8% |
| All | +35.5% | -19.9% | +55.5% | +39.8% |
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