+140.8%
IEMG vs PSX
+386.4%
-245.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | -1.3% | +1.7% | -3.0% | -1.7% |
| 30D | +1.9% | +15.6% | -13.7% | -1.5% |
| 3M | +1.4% | +46.5% | -45.0% | -7.6% |
| 6M | +15.2% | +55.0% | -39.8% | +2.8% |
| YTD | +23.8% | +105.3% | -81.5% | +2.7% |
| 1Y | +30.7% | +101.6% | -70.9% | +8.6% |
| 3Y | +83.3% | +134.1% | -50.9% | +43.0% |
| 5Y | +48.8% | +368.7% | -319.9% | -7.4% |
| All | +140.8% | +386.4% | -245.7% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 10y: compounded portfolio wealth divided by compounded PSX 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…
10y analysis · Full analysis span regression · 6 months rolling