+133.0%
IEMG vs PR
+86.0%
+47.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.5% |
| 7D | +2.7% | +6.0% | -3.3% | +2.3% |
| 30D | -5.7% | -4.2% | -1.5% | -5.5% |
| 3M | -8.8% | +10.0% | -18.7% | -9.4% |
| 6M | -8.9% | +15.6% | -24.5% | -9.9% |
| YTD | +11.2% | +68.2% | -57.0% | +7.1% |
| 1Y | +12.2% | +79.2% | -67.0% | +7.7% |
| 3Y | +68.5% | +94.9% | -26.4% | +59.8% |
| 5Y | +34.3% | +272.8% | -238.4% | +21.0% |
| All | +133.0% | +86.0% | +47.0% | +127.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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