+50.6%
IEMG vs RACE
+92.4%
-41.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.4% |
| 7D | +2.8% | -1.0% | +3.8% | +3.1% |
| 30D | +4.6% | -1.5% | +6.2% | +5.1% |
| 3M | +5.5% | +15.5% | -10.0% | +0.7% |
| 6M | +19.7% | +17.3% | +2.4% | +13.3% |
| YTD | +25.5% | +11.1% | +14.4% | +20.4% |
| 1Y | +35.5% | -14.3% | +49.8% | +39.9% |
| 3Y | +88.0% | +40.2% | +47.8% | +54.8% |
| 5Y | +50.6% | +92.6% | -42.0% | +3.7% |
| All | +50.6% | +92.4% | -41.9% | +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