+139.4%
IEMG vs PNR
+160.2%
-20.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.5% |
| 7D | -0.9% | -5.5% | +4.6% | +1.1% |
| 30D | +2.1% | -15.6% | +17.7% | +8.2% |
| 3M | +4.6% | -20.2% | +24.8% | +12.0% |
| 6M | +14.0% | -36.6% | +50.7% | +32.4% |
| YTD | +22.3% | -45.0% | +67.3% | +48.8% |
| 1Y | +30.7% | -47.4% | +78.1% | +61.4% |
| 3Y | +83.2% | -13.7% | +96.9% | +83.5% |
| 5Y | +47.0% | -20.8% | +67.8% | +48.5% |
| 10Y | +139.9% | +65.2% | +74.7% | +67.5% |
| All | +139.4% | +160.2% | -20.8% | +41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling