+145.6%
IEMG vs PH
+1,461.2%
-1,315.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | +2.8% | +0.4% | +2.4% | +2.6% |
| 30D | +4.6% | -10.8% | +15.4% | +9.2% |
| 3M | +5.5% | +8.5% | -2.9% | +2.0% |
| 6M | +19.7% | +3.9% | +15.8% | +17.2% |
| YTD | +25.5% | +9.4% | +16.1% | +20.4% |
| 1Y | +35.5% | +26.8% | +8.7% | +22.4% |
| 3Y | +88.0% | +140.8% | -52.8% | +28.0% |
| 5Y | +50.6% | +253.8% | -203.2% | -14.7% |
| 10Y | +138.4% | +792.3% | -654.0% | -18.4% |
| All | +145.6% | +1,461.2% | -1,315.6% | -35.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling