+48.3%
IEMG vs QSR
+40.5%
+7.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.1% |
| 7D | -1.3% | -4.0% | +2.7% | -0.3% |
| 30D | +1.9% | +2.8% | -0.8% | +1.2% |
| 3M | +1.4% | +5.1% | -3.7% | -0.2% |
| 6M | +15.2% | +8.8% | +6.4% | +11.8% |
| YTD | +23.8% | +14.8% | +9.0% | +18.0% |
| 1Y | +30.7% | +25.7% | +4.9% | +20.6% |
| 3Y | +83.3% | +27.5% | +55.8% | +64.8% |
| All | +48.3% | +40.5% | +7.8% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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