+133.2%
IEMG vs RACE
+639.5%
-506.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.5% |
| 7D | +5.3% | -4.0% | +9.3% | +6.8% |
| 30D | -7.2% | +3.5% | -10.7% | -8.4% |
| 3M | -8.1% | -0.4% | -7.7% | -8.2% |
| 6M | -6.7% | +23.2% | -29.9% | -13.9% |
| YTD | +11.6% | +11.0% | +0.7% | +6.3% |
| 1Y | +11.4% | -2.2% | +13.6% | +10.8% |
| 3Y | +69.3% | +22.5% | +46.7% | +48.3% |
| 5Y | +34.9% | +63.2% | -28.3% | +3.2% |
| 10Y | +132.1% | +704.3% | -572.2% | -1.9% |
| All | +133.2% | +639.5% | -506.3% | -8.4% |
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