+144.3%
IEMG vs PSKY
-60.5%
+204.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.8% | +0.2% |
| 7D | +1.6% | -6.8% | +8.4% | +2.6% |
| 30D | +4.6% | +10.2% | -5.6% | +3.1% |
| 3M | +4.8% | +0.3% | +4.6% | +4.5% |
| 6M | +16.8% | -7.8% | +24.6% | +17.5% |
| YTD | +24.8% | -23.0% | +47.8% | +28.2% |
| 1Y | +34.3% | -31.6% | +66.0% | +39.2% |
| 3Y | +87.0% | -21.3% | +108.3% | +80.7% |
| 5Y | +49.9% | -71.5% | +121.4% | +66.8% |
| 10Y | +144.8% | -75.6% | +220.4% | +141.6% |
| All | +144.3% | -60.5% | +204.8% | +101.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling