+84.8%
IEMG vs REPL
-27.0%
+111.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | -0.5% |
| 7D | +1.6% | -9.6% | +11.2% | +1.7% |
| 30D | +4.6% | +5.7% | -1.1% | +4.6% |
| 3M | +4.8% | +56.4% | -51.5% | +3.8% |
| 6M | +16.8% | +67.4% | -50.6% | +14.6% |
| YTD | +24.8% | +48.7% | -23.8% | +22.5% |
| 1Y | +34.3% | +148.3% | -114.0% | +30.1% |
| All | +84.8% | -27.0% | +111.8% | +75.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling