+30.9%
IEMG vs PL
+41.8%
-11.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -1.1% |
| 7D | +5.3% | +22.3% | -17.0% | +3.3% |
| 30D | -7.2% | -8.3% | +1.1% | -6.7% |
| 3M | -8.1% | -43.3% | +35.2% | -3.9% |
| 6M | -6.7% | -65.8% | +59.1% | +1.0% |
| YTD | +11.6% | -29.5% | +41.2% | +12.6% |
| 1Y | +11.4% | +11.7% | -0.3% | +7.5% |
| 3Y | +69.3% | +540.6% | -471.3% | +30.1% |
| 5Y | +34.9% | +32.9% | +2.0% | +12.5% |
| All | +30.9% | +41.8% | -11.0% | +8.5% |
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