+48.3%
IEMG vs QS
-74.9%
+123.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +1.0% |
| 7D | -1.3% | -3.6% | +2.4% | -1.0% |
| 30D | +1.9% | -17.2% | +19.2% | +3.7% |
| 3M | +1.4% | -27.0% | +28.4% | +4.0% |
| 6M | +15.2% | -24.6% | +39.7% | +17.5% |
| YTD | +23.8% | -49.3% | +73.2% | +30.0% |
| 1Y | +30.7% | -40.3% | +71.0% | +33.5% |
| 3Y | +83.3% | -23.8% | +107.1% | +71.9% |
| All | +48.3% | -74.9% | +123.2% | +46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling