+162.0%
IEMG vs RACE
+647.6%
-485.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +2.3% |
| 7D | +2.2% | -2.5% | +4.8% | +3.1% |
| 30D | +4.6% | +0.8% | +3.8% | +4.2% |
| 3M | +0.4% | +17.2% | -16.8% | -5.4% |
| 6M | +16.4% | +13.6% | +2.8% | +10.5% |
| YTD | +25.4% | +12.2% | +13.2% | +19.1% |
| 1Y | +38.3% | -16.3% | +54.5% | +44.4% |
| 3Y | +84.1% | +36.4% | +47.6% | +54.5% |
| 5Y | +49.0% | +95.0% | -46.0% | +6.3% |
| 10Y | +141.8% | +813.2% | -671.4% | -1.9% |
| All | +162.0% | +647.6% | -485.6% | +2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling