+133.4%
IEMG vs PR
+149.9%
-16.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +3.9% | +2.9% |
| 7D | -0.1% | -12.4% | +12.2% | +0.6% |
| 30D | -8.8% | -6.6% | -2.2% | -8.4% |
| 3M | -7.2% | +7.5% | -14.7% | -7.7% |
| 6M | -9.8% | +10.8% | -20.6% | -10.6% |
| YTD | +11.4% | +57.0% | -45.6% | +7.8% |
| 1Y | +13.2% | +67.9% | -54.7% | +9.1% |
| 3Y | +70.0% | +87.6% | -17.5% | +61.7% |
| 5Y | +36.6% | +220.4% | -183.8% | +24.1% |
| 10Y | +121.0% | +64.8% | +56.2% | +113.2% |
| All | +133.4% | +149.9% | -16.5% | +130.1% |
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