+48.3%
IEMG vs PSX
+362.1%
-313.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.2% |
| 7D | -1.3% | +1.7% | -3.0% | -1.5% |
| 30D | +1.9% | +15.6% | -13.7% | -0.3% |
| 3M | +1.4% | +46.5% | -45.0% | -4.4% |
| 6M | +15.2% | +55.0% | -39.8% | +7.0% |
| YTD | +23.8% | +105.3% | -81.5% | +8.8% |
| 1Y | +30.7% | +101.6% | -70.9% | +15.0% |
| 3Y | +83.3% | +134.1% | -50.9% | +53.3% |
| All | +48.3% | +362.1% | -313.8% | +5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling