+47.1%
IEMG vs PL
+84.9%
-37.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +2.9% | +1.8% |
| 7D | +2.2% | -9.3% | +11.5% | +3.0% |
| 30D | +4.6% | -18.9% | +23.5% | +6.4% |
| 3M | +0.4% | -58.4% | +58.7% | +7.3% |
| 6M | +16.4% | -30.3% | +46.7% | +18.2% |
| YTD | +25.4% | -8.1% | +33.6% | +24.0% |
| 1Y | +38.3% | +180.5% | -142.2% | +22.3% |
| 3Y | +84.1% | +444.1% | -360.1% | +44.5% |
| 5Y | +49.0% | +83.0% | -34.0% | +21.5% |
| All | +47.1% | +84.9% | -37.8% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling