+46.4%
IEMG vs PL
+75.7%
-29.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | -0.3% |
| 7D | +1.6% | -13.9% | +15.5% | +2.9% |
| 30D | +4.6% | -25.5% | +30.1% | +7.2% |
| 3M | +4.8% | -44.8% | +49.6% | +9.8% |
| 6M | +16.8% | -33.3% | +50.1% | +19.2% |
| YTD | +24.8% | -12.7% | +37.5% | +24.0% |
| 1Y | +34.3% | +90.9% | -56.6% | +23.7% |
| 3Y | +87.0% | +528.5% | -441.5% | +44.6% |
| 5Y | +49.9% | +72.7% | -22.8% | +22.9% |
| All | +46.4% | +75.7% | -29.4% | +19.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling