+140.8%
IEMG vs PNR
+66.2%
+74.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | -1.3% | -6.0% | +4.7% | +0.8% |
| 30D | +1.9% | -14.0% | +15.9% | +7.0% |
| 3M | +1.4% | -21.7% | +23.1% | +9.0% |
| 6M | +15.2% | -37.3% | +52.4% | +33.3% |
| YTD | +23.8% | -45.1% | +69.0% | +49.4% |
| 1Y | +30.7% | -49.1% | +79.8% | +61.7% |
| 3Y | +83.3% | -14.8% | +98.1% | +84.2% |
| 5Y | +48.8% | -21.0% | +69.8% | +50.5% |
| All | +140.8% | +66.2% | +74.6% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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