+96.9%
IEMG vs REPL
-6.0%
+102.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +1.7% |
| 7D | +2.2% | -3.0% | +5.2% | +2.3% |
| 30D | +4.6% | +27.1% | -22.5% | +3.6% |
| 3M | +0.4% | +52.4% | -52.0% | -2.7% |
| 6M | +16.4% | +107.4% | -91.1% | +7.5% |
| YTD | +25.4% | +54.7% | -29.3% | +17.2% |
| 1Y | +38.3% | +158.9% | -120.6% | +23.2% |
| 3Y | +84.1% | -23.7% | +107.8% | +59.4% |
| 5Y | +49.0% | -54.3% | +103.3% | +31.3% |
| All | +96.9% | -6.0% | +102.9% | +45.9% |
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