+30.7%
IEMG vs QS
-36.7%
+67.3%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +0.9% |
| 7D | -1.3% | -3.6% | +2.4% | -0.8% |
| 30D | +1.9% | -17.2% | +19.2% | +4.5% |
| 3M | +1.4% | -27.0% | +28.4% | +5.1% |
| 6M | +15.2% | -24.6% | +39.7% | +18.9% |
| YTD | +23.8% | -49.3% | +73.2% | +30.4% |
| 1Y | +30.7% | -40.3% | +71.0% | +37.8% |
| All | +30.7% | -36.7% | +67.3% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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