+13.9%
IEMG vs PTC
+0.1%
+13.8%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.9% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | -10.3% | +1.5% | -11.9% | -10.3% |
| 3M | -6.6% | +37.8% | -44.4% | -5.9% |
| 6M | -3.9% | +41.2% | -45.1% | -2.1% |
| YTD | +12.4% | +12.0% | +0.3% | +16.2% |
| 1Y | +13.9% | +1.6% | +12.3% | +19.1% |
| All | +13.9% | +0.1% | +13.8% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 1y: compounded portfolio wealth divided by compounded PTC 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…
1y analysis · Full analysis span regression · 6 months rolling