+145.4%
IEMG vs PRU
+287.3%
-141.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.6% | +2.0% |
| 7D | +2.2% | +1.9% | +0.4% | +1.6% |
| 30D | +4.6% | +2.7% | +1.9% | +3.6% |
| 3M | +0.4% | +19.5% | -19.1% | -6.0% |
| 6M | +16.4% | +26.6% | -10.3% | +6.6% |
| YTD | +25.4% | +12.3% | +13.1% | +19.6% |
| 1Y | +38.3% | +18.0% | +20.2% | +29.2% |
| 3Y | +84.1% | +47.0% | +37.1% | +56.0% |
| 5Y | +49.0% | +48.4% | +0.6% | +23.8% |
| 10Y | +141.8% | +142.4% | -0.6% | +51.8% |
| All | +145.4% | +287.3% | -141.9% | +27.7% |
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