+49.9%
IEMG vs PPL
+35.6%
+14.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.2% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | +4.6% | -1.3% | +5.9% | +4.9% |
| 3M | +4.8% | -2.6% | +7.4% | +5.2% |
| 6M | +16.8% | -8.4% | +25.2% | +18.7% |
| YTD | +24.8% | +0.2% | +24.6% | +24.1% |
| 1Y | +34.3% | -0.2% | +34.5% | +33.4% |
| 3Y | +87.0% | +52.9% | +34.0% | +62.5% |
| 5Y | +49.9% | +36.8% | +13.1% | +31.0% |
| All | +49.9% | +35.6% | +14.4% | +31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling