+11.3%
IEMG vs PR
+66.2%
-54.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +3.9% | +2.8% |
| 7D | -0.1% | -12.4% | +12.2% | -1.5% |
| 30D | -8.8% | -6.6% | -2.2% | -9.2% |
| 3M | -7.2% | +7.5% | -14.7% | -5.9% |
| 6M | -9.8% | +10.8% | -20.6% | -7.9% |
| YTD | +11.4% | +57.0% | -45.6% | +9.6% |
| All | +11.3% | +66.2% | -54.9% | +8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling