+126.9%
IEMG vs PR
+152.6%
-25.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.2% | +2.0% |
| 7D | -2.8% | -16.4% | +13.6% | -1.7% |
| 30D | -12.0% | -1.9% | -10.1% | -11.9% |
| 3M | -9.0% | +8.0% | -17.0% | -9.5% |
| 6M | -11.8% | +4.1% | -15.9% | -12.3% |
| YTD | +8.3% | +58.7% | -50.4% | +4.7% |
| 1Y | +9.6% | +75.8% | -66.2% | +5.3% |
| 3Y | +62.3% | +73.2% | -10.9% | +55.0% |
| 5Y | +33.5% | +230.1% | -196.6% | +21.2% |
| 10Y | +116.7% | +67.4% | +49.3% | +109.0% |
| All | +126.9% | +152.6% | -25.7% | +123.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling