+47.0%
IEMG vs PINS
-66.2%
+113.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.7% | -4.7% | -2.3% |
| 7D | -0.9% | -9.9% | +9.1% | +0.2% |
| 30D | +2.1% | -20.9% | +23.0% | +4.7% |
| 3M | +4.6% | -13.7% | +18.3% | +5.9% |
| 6M | +14.0% | -3.0% | +17.1% | +13.6% |
| YTD | +22.3% | -27.5% | +49.8% | +25.6% |
| 1Y | +30.7% | -46.8% | +77.5% | +38.7% |
| 3Y | +83.2% | -31.8% | +115.0% | +83.3% |
| 5Y | +47.0% | -65.4% | +112.4% | +46.8% |
| All | +47.0% | -66.2% | +113.1% | +46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling