+89.3%
IEMG vs PINS
-19.8%
+109.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +1.0% |
| 7D | -1.3% | -6.6% | +5.3% | -0.5% |
| 30D | +1.9% | -16.8% | +18.7% | +4.3% |
| 3M | +1.4% | -11.4% | +12.8% | +2.5% |
| 6M | +15.2% | -1.7% | +16.9% | +14.4% |
| YTD | +23.8% | -26.4% | +50.2% | +27.2% |
| 1Y | +30.7% | -45.5% | +76.2% | +39.2% |
| 3Y | +83.3% | -31.7% | +115.0% | +83.6% |
| 5Y | +48.8% | -64.9% | +113.6% | +56.0% |
| All | +89.3% | -19.8% | +109.1% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 PINS 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