+83.4%
IEMG vs QS
-47.0%
+130.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.6% | +6.1% | -0.2% |
| 7D | +1.6% | -4.2% | +5.8% | +1.8% |
| 30D | +4.6% | -15.7% | +20.3% | +5.6% |
| 3M | +4.8% | -28.7% | +33.5% | +6.5% |
| 6M | +16.8% | -23.2% | +40.1% | +18.1% |
| YTD | +24.8% | -49.9% | +74.7% | +28.5% |
| 1Y | +34.3% | -38.8% | +73.1% | +36.1% |
| 3Y | +87.0% | -24.0% | +111.0% | +81.9% |
| 5Y | +49.9% | -75.6% | +125.5% | +47.7% |
| All | +83.4% | -47.0% | +130.4% | +84.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling