+88.2%
IEMG vs PR
+82.3%
+5.9%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +1.8% |
| 7D | +2.2% | +2.9% | -0.7% | +1.9% |
| 30D | +4.6% | +18.0% | -13.4% | +2.9% |
| 3M | +0.4% | +16.9% | -16.5% | -1.3% |
| 6M | +16.4% | +28.2% | -11.9% | +12.3% |
| YTD | +25.4% | +69.3% | -43.9% | +15.9% |
| 1Y | +38.3% | +69.5% | -31.2% | +27.4% |
| All | +88.2% | +82.3% | +5.9% | +65.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling