+87.9%
IEMG vs RF
+94.3%
-6.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.7% | +1.7% |
| 7D | +2.2% | +1.3% | +0.9% | +2.0% |
| 30D | +4.6% | -3.6% | +8.2% | +5.3% |
| 3M | +0.4% | +8.1% | -7.7% | -1.4% |
| 6M | +16.4% | +11.5% | +4.9% | +13.4% |
| YTD | +25.4% | +15.6% | +9.9% | +21.2% |
| 1Y | +38.3% | +15.7% | +22.6% | +33.4% |
| All | +87.9% | +94.3% | -6.5% | +59.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling