+61.2%
IEMG vs PLTD
-77.3%
+138.5%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.3% | +0.3% |
| 7D | +2.8% | +4.5% | -1.7% | +3.3% |
| 30D | +4.6% | -0.7% | +5.4% | +4.7% |
| 3M | +5.5% | -31.0% | +36.6% | +2.3% |
| 6M | +19.7% | -24.8% | +44.5% | +18.0% |
| YTD | +25.5% | -18.6% | +44.1% | +25.5% |
| 1Y | +35.5% | -31.8% | +67.3% | +33.2% |
| All | +61.2% | -77.3% | +138.5% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTD.
Daily Out/Under-Performance
Portfolio return minus PLTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTD 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 PLTD 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