+11.4%
IEMG vs PPL
-1.7%
+13.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.4% |
| 7D | +5.3% | -2.2% | +7.5% | +5.0% |
| 30D | -7.2% | +1.7% | -8.9% | -7.0% |
| 3M | -8.1% | +0.1% | -8.2% | -8.1% |
| 6M | -6.7% | -1.5% | -5.2% | -6.6% |
| YTD | +11.6% | +3.0% | +8.7% | +11.6% |
| 1Y | +11.4% | -1.4% | +12.9% | +12.1% |
| All | +11.4% | -1.7% | +13.1% | +12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling