+13.9%
IEMG vs PL
-0.6%
+14.5%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.4% | +7.3% | +1.5% |
| 7D | -3.1% | -11.7% | +8.6% | -2.0% |
| 30D | -10.3% | -27.1% | +16.8% | -7.9% |
| 3M | -6.6% | -44.6% | +38.0% | -2.0% |
| 6M | -3.9% | -67.2% | +63.3% | +4.3% |
| YTD | +12.4% | -35.9% | +48.2% | +19.0% |
| 1Y | +13.9% | -0.4% | +14.3% | +19.4% |
| All | +13.9% | -0.6% | +14.5% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling