+48.3%
IEMG vs PSKY
-70.1%
+118.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +1.0% |
| 7D | -1.3% | -2.4% | +1.1% | -1.1% |
| 30D | +1.9% | +11.6% | -9.7% | +0.8% |
| 3M | +1.4% | +1.5% | -0.1% | +1.1% |
| 6M | +15.2% | +7.7% | +7.5% | +14.0% |
| YTD | +23.8% | -20.1% | +43.9% | +25.6% |
| 1Y | +30.7% | -38.3% | +68.9% | +35.4% |
| 3Y | +83.3% | -17.7% | +101.0% | +78.5% |
| All | +48.3% | -70.1% | +118.4% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 5y: compounded portfolio wealth divided by compounded PSKY 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…
5y analysis · Full analysis span regression · 6 months rolling