+145.6%
IEMG vs PTC
+544.7%
-399.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.5% | +5.6% | +1.6% |
| 7D | +2.8% | -12.8% | +15.6% | +6.7% |
| 30D | +4.6% | -9.8% | +14.4% | +7.4% |
| 3M | +5.5% | -2.1% | +7.6% | +4.7% |
| 6M | +19.7% | -18.1% | +37.8% | +25.0% |
| YTD | +25.5% | -23.5% | +49.0% | +33.3% |
| 1Y | +35.5% | -37.4% | +72.9% | +52.9% |
| 3Y | +88.0% | -7.2% | +95.2% | +82.3% |
| 5Y | +50.6% | +2.7% | +47.9% | +38.1% |
| 10Y | +138.4% | +203.4% | -65.1% | +36.5% |
| All | +145.6% | +544.7% | -399.1% | +7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling