+125.6%
IEMG vs PPL
+65.3%
+60.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | -0.7% | 0.0% | -0.7% | -0.7% |
| 30D | -9.4% | +4.3% | -13.7% | -10.5% |
| 3M | -7.3% | +2.9% | -10.2% | -8.2% |
| 6M | -10.4% | +1.1% | -11.5% | -11.1% |
| YTD | +10.6% | +4.5% | +6.2% | +8.4% |
| 1Y | +10.5% | +0.1% | +10.4% | +9.7% |
| 3Y | +67.7% | +55.7% | +12.0% | +43.1% |
| 5Y | +36.2% | +47.6% | -11.4% | +17.1% |
| 10Y | +125.6% | +66.8% | +58.8% | +75.9% |
| All | +125.6% | +65.3% | +60.3% | +75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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