+30.7%
IEMG vs PWR
+62.4%
-31.8%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.6% |
| 7D | -0.9% | -0.2% | -0.6% | -0.8% |
| 30D | +2.1% | -7.7% | +9.8% | +4.3% |
| 3M | +4.6% | -4.9% | +9.5% | +5.9% |
| 6M | +14.0% | +9.7% | +4.3% | +10.6% |
| YTD | +22.3% | +46.7% | -24.3% | +11.4% |
| 1Y | +30.7% | +58.7% | -28.0% | +18.8% |
| All | +30.7% | +62.4% | -31.8% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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