+47.0%
IEMG vs REPL
-58.5%
+105.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -8.4% | +6.4% | -1.9% |
| 7D | -0.9% | -13.4% | +12.5% | -0.6% |
| 30D | +2.1% | -3.0% | +5.1% | +2.1% |
| 3M | +4.6% | +56.3% | -51.7% | +2.8% |
| 6M | +14.0% | +60.9% | -46.8% | +10.0% |
| YTD | +22.3% | +36.2% | -13.9% | +18.3% |
| 1Y | +30.7% | +121.0% | -90.4% | +23.3% |
| 3Y | +83.2% | -32.8% | +116.0% | +72.4% |
| 5Y | +47.0% | -58.7% | +105.6% | +39.5% |
| All | +47.0% | -58.5% | +105.4% | +39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling