+84.8%
IEMG vs PTC
-10.6%
+95.4%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.7% | -0.2% |
| 7D | +1.6% | -13.6% | +15.2% | +3.2% |
| 30D | +4.6% | -14.7% | +19.3% | +6.3% |
| 3M | +4.8% | -5.9% | +10.7% | +5.4% |
| 6M | +16.8% | -21.1% | +38.0% | +21.3% |
| YTD | +24.8% | -26.0% | +50.9% | +31.2% |
| 1Y | +34.3% | -36.8% | +71.1% | +46.1% |
| All | +84.8% | -10.6% | +95.4% | +69.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling