+140.8%
IEMG vs PH
+820.2%
-679.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.6% |
| 7D | -1.3% | -1.3% | 0.0% | -0.8% |
| 30D | +1.9% | -11.0% | +12.9% | +6.2% |
| 3M | +1.4% | +5.5% | -4.1% | -0.8% |
| 6M | +15.2% | +1.5% | +13.7% | +13.9% |
| YTD | +23.8% | +8.8% | +15.0% | +19.3% |
| 1Y | +30.7% | +24.5% | +6.2% | +19.5% |
| 3Y | +83.3% | +141.2% | -57.9% | +27.4% |
| 5Y | +48.8% | +256.3% | -207.5% | -13.4% |
| All | +140.8% | +820.2% | -679.4% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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