+139.4%
IEMG vs PSX
+818.0%
-678.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.8% |
| 7D | -0.9% | +1.5% | -2.4% | -1.2% |
| 30D | +2.1% | +15.8% | -13.7% | -1.7% |
| 3M | +4.6% | +43.0% | -38.4% | -4.9% |
| 6M | +14.0% | +61.1% | -47.0% | -0.2% |
| YTD | +22.3% | +104.5% | -82.2% | 0.0% |
| 1Y | +30.7% | +102.5% | -71.8% | +6.9% |
| 3Y | +83.2% | +133.5% | -50.3% | +40.4% |
| 5Y | +47.0% | +367.0% | -320.0% | -11.2% |
| 10Y | +139.9% | +382.3% | -242.5% | +30.0% |
| All | +139.4% | +818.0% | -678.6% | +12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling