+94.4%
IEMG vs REPL
-19.2%
+113.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +1.3% |
| 7D | -1.3% | -14.1% | +12.8% | -0.8% |
| 30D | +1.9% | -15.2% | +17.1% | +2.4% |
| 3M | +1.4% | +49.9% | -48.5% | -1.7% |
| 6M | +15.2% | +63.5% | -48.4% | +7.4% |
| YTD | +23.8% | +32.9% | -9.1% | +16.3% |
| 1Y | +30.7% | +115.0% | -84.3% | +17.3% |
| 3Y | +83.3% | -34.7% | +118.0% | +59.6% |
| 5Y | +48.8% | -59.7% | +108.4% | +31.4% |
| All | +94.4% | -19.2% | +113.7% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling