+75.3%
IEMG vs REPL
+37.4%
+37.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.4% |
| 7D | +5.3% | +9.8% | -4.5% | +4.9% |
| 30D | -7.2% | +81.5% | -88.7% | -9.2% |
| 3M | -8.1% | +44.2% | -52.3% | -9.5% |
| 6M | -6.7% | +437.4% | -444.1% | -14.8% |
| YTD | +11.6% | +126.1% | -114.5% | +2.8% |
| 1Y | +11.4% | +143.1% | -131.7% | +2.2% |
| 3Y | +69.3% | +97.8% | -28.6% | +37.1% |
| 5Y | +34.9% | -34.3% | +69.2% | +17.4% |
| All | +75.3% | +37.4% | +37.9% | +27.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling