+118.4%
IEMG vs PRU
+288.6%
-170.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.8% | -1.2% |
| 7D | +5.3% | 0.0% | +5.3% | +5.3% |
| 30D | -7.2% | +7.9% | -15.1% | -9.8% |
| 3M | -8.1% | +0.9% | -9.0% | -8.7% |
| 6M | -6.7% | +22.4% | -29.1% | -13.6% |
| YTD | +11.6% | +12.7% | -1.1% | +6.1% |
| 1Y | +11.4% | +19.6% | -8.2% | +3.6% |
| 3Y | +69.3% | +54.0% | +15.3% | +40.9% |
| 5Y | +34.9% | +41.0% | -6.1% | +14.0% |
| 10Y | +132.1% | +97.4% | +34.6% | +58.2% |
| All | +118.4% | +288.6% | -170.1% | +13.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling