+49.5%
IEMG vs PCOR
-30.9%
+80.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.3% | +5.9% | +2.2% |
| 7D | +2.2% | -9.0% | +11.2% | +3.5% |
| 30D | +4.6% | +4.2% | +0.4% | +3.9% |
| 3M | +0.4% | +14.4% | -14.0% | -1.9% |
| 6M | +16.4% | +0.2% | +16.2% | +15.2% |
| YTD | +25.4% | -20.3% | +45.7% | +28.2% |
| 1Y | +38.3% | -16.1% | +54.4% | +39.7% |
| 3Y | +84.1% | -14.7% | +98.8% | +80.4% |
| 5Y | +49.0% | -43.2% | +92.1% | +42.0% |
| All | +49.5% | -30.9% | +80.4% | +42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling