+144.3%
IEMG vs PSA
+260.7%
-116.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.1% |
| 7D | +1.6% | -2.2% | +3.8% | +2.2% |
| 30D | +4.6% | -9.6% | +14.2% | +7.4% |
| 3M | +4.8% | -7.9% | +12.8% | +6.8% |
| 6M | +16.8% | -2.0% | +18.8% | +16.8% |
| YTD | +24.8% | +15.7% | +9.1% | +19.0% |
| 1Y | +34.3% | +5.8% | +28.5% | +31.0% |
| 3Y | +87.0% | +21.6% | +65.4% | +72.8% |
| 5Y | +49.9% | +13.1% | +36.8% | +38.8% |
| 10Y | +144.8% | +101.3% | +43.5% | +80.3% |
| All | +144.3% | +260.7% | -116.4% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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