+138.4%
IEMG vs PR
+101.2%
+37.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.2% | 0.0% |
| 7D | +2.8% | -0.6% | +3.4% | +2.8% |
| 30D | +4.6% | +17.4% | -12.7% | +3.6% |
| 3M | +5.5% | +21.8% | -16.3% | +4.1% |
| 6M | +19.7% | +27.6% | -7.9% | +17.6% |
| YTD | +25.5% | +71.4% | -45.9% | +20.9% |
| 1Y | +35.5% | +78.3% | -42.8% | +30.1% |
| 3Y | +88.0% | +85.5% | +2.5% | +78.8% |
| 5Y | +50.6% | +422.7% | -372.1% | +33.4% |
| 10Y | +138.4% | +87.1% | +51.2% | +130.6% |
| All | +138.4% | +101.2% | +37.2% | +130.6% |
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