+34.9%
IEMG vs RACE
+62.4%
-27.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.6% |
| 7D | +5.3% | -4.0% | +9.3% | +6.6% |
| 30D | -7.2% | +3.5% | -10.7% | -8.2% |
| 3M | -8.1% | -0.4% | -7.7% | -8.1% |
| 6M | -6.7% | +23.2% | -29.9% | -12.9% |
| YTD | +11.6% | +11.0% | +0.7% | +7.0% |
| 1Y | +11.4% | -2.2% | +13.6% | +11.0% |
| 3Y | +69.3% | +22.5% | +46.7% | +47.4% |
| 5Y | +34.9% | +63.2% | -28.3% | -3.7% |
| All | +34.9% | +62.4% | -27.5% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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