+47.0%
IEMG vs PH
+243.6%
-196.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.5% |
| 7D | -0.9% | -3.1% | +2.3% | +0.1% |
| 30D | +2.1% | -11.8% | +13.9% | +6.1% |
| 3M | +4.6% | +6.9% | -2.3% | +2.2% |
| 6M | +14.0% | -1.3% | +15.3% | +13.9% |
| YTD | +22.3% | +7.0% | +15.4% | +19.2% |
| 1Y | +30.7% | +23.1% | +7.6% | +21.7% |
| 3Y | +83.2% | +135.4% | -52.2% | +34.9% |
| 5Y | +47.0% | +250.3% | -203.4% | -7.8% |
| All | +47.0% | +243.6% | -196.6% | -7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling