+84.8%
IEMG vs PINS
-33.7%
+118.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.2% | +8.7% | +0.2% |
| 7D | +1.6% | -13.9% | +15.5% | +2.9% |
| 30D | +4.6% | -25.0% | +29.6% | +7.1% |
| 3M | +4.8% | -16.6% | +21.5% | +6.2% |
| 6M | +16.8% | -7.0% | +23.8% | +16.8% |
| YTD | +24.8% | -29.4% | +54.2% | +28.0% |
| 1Y | +34.3% | -49.9% | +84.2% | +42.6% |
| All | +84.8% | -33.7% | +118.5% | +88.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling