+144.8%
IEMG vs RF
+334.5%
-189.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | +1.6% | -0.1% | +1.7% | +1.6% |
| 30D | +4.6% | -4.0% | +8.7% | +5.7% |
| 3M | +4.8% | +5.6% | -0.7% | +3.1% |
| 6M | +16.8% | +13.1% | +3.8% | +12.7% |
| YTD | +24.8% | +13.6% | +11.3% | +20.1% |
| 1Y | +34.3% | +16.0% | +18.4% | +28.2% |
| 3Y | +87.0% | +90.2% | -3.2% | +52.6% |
| 5Y | +49.9% | +87.0% | -37.0% | +20.1% |
| 10Y | +144.8% | +338.5% | -193.7% | +47.3% |
| All | +144.8% | +334.5% | -189.7% | +47.3% |
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