+133.0%
IEMG vs RF
+223.4%
-90.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.7% |
| 7D | +2.7% | +1.9% | +0.8% | +2.2% |
| 30D | -5.7% | +7.3% | -13.0% | -7.5% |
| 3M | -8.8% | -7.9% | -0.9% | -6.9% |
| 6M | -8.9% | +10.5% | -19.4% | -11.6% |
| YTD | +11.2% | +9.6% | +1.5% | +7.8% |
| 1Y | +12.2% | +20.3% | -8.1% | +6.0% |
| 3Y | +68.5% | +119.5% | -51.0% | +32.0% |
| 5Y | +34.3% | +48.2% | -13.9% | +14.6% |
| All | +133.0% | +223.4% | -90.4% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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