+62.3%
IEMG vs PCOR
+43.8%
+18.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.1% |
| 7D | -2.8% | +22.7% | -25.5% | -4.9% |
| 30D | -12.0% | +37.5% | -49.5% | -15.0% |
| 3M | -9.0% | +35.2% | -44.2% | -12.2% |
| 6M | -11.8% | +42.2% | -54.1% | -15.4% |
| YTD | +8.3% | +3.6% | +4.7% | +8.3% |
| 1Y | +9.6% | -4.8% | +14.4% | +11.3% |
| 3Y | +62.3% | +48.3% | +13.9% | +46.8% |
| All | +62.3% | +43.8% | +18.5% | +46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling