+74.6%
IEMG vs REPL
+36.8%
+37.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | +2.7% | +1.2% | +1.5% | +2.6% |
| 30D | -5.7% | +92.2% | -97.9% | -8.0% |
| 3M | -8.8% | +44.1% | -52.9% | -10.1% |
| 6M | -8.9% | +313.0% | -321.9% | -15.8% |
| YTD | +11.2% | +125.2% | -114.0% | +2.4% |
| 1Y | +12.2% | +143.8% | -131.6% | +2.9% |
| 3Y | +68.5% | +104.2% | -35.7% | +36.1% |
| 5Y | +34.3% | -34.5% | +68.9% | +16.9% |
| All | +74.6% | +36.8% | +37.8% | +27.4% |
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