+32.3%
IEMG vs PL
+20.8%
+11.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +10.4% | -8.3% | +1.2% |
| 7D | -2.8% | -6.8% | +4.1% | -2.2% |
| 30D | -12.0% | -29.3% | +17.3% | -9.4% |
| 3M | -9.0% | -44.8% | +35.8% | -4.6% |
| 6M | -11.8% | -68.4% | +56.5% | -3.9% |
| YTD | +8.3% | -36.4% | +44.6% | +10.2% |
| 1Y | +9.6% | +0.7% | +8.9% | +6.8% |
| 3Y | +62.3% | +455.3% | -393.0% | +26.5% |
| All | +32.3% | +20.8% | +11.5% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling