+34.3%
IEMG vs PRU
+16.8%
+17.5%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.4% |
| 7D | +1.6% | -1.9% | +3.5% | +1.8% |
| 30D | +4.6% | -2.6% | +7.2% | +4.9% |
| 3M | +4.8% | +14.7% | -9.9% | +2.1% |
| 6M | +16.8% | +25.7% | -8.9% | +11.1% |
| YTD | +24.8% | +8.3% | +16.6% | +20.9% |
| 1Y | +34.3% | +17.3% | +17.0% | +27.8% |
| All | +34.3% | +16.8% | +17.5% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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