+117.9%
IEMG vs RF
+581.4%
-463.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.7% | +2.3% |
| 7D | -0.1% | -0.1% | 0.0% | -0.1% |
| 30D | -8.8% | +7.0% | -15.8% | -10.5% |
| 3M | -7.2% | -7.0% | -0.1% | -5.4% |
| 6M | -9.8% | +6.8% | -16.6% | -11.8% |
| YTD | +11.4% | +9.9% | +1.5% | +7.8% |
| 1Y | +13.2% | +21.1% | -7.9% | +6.5% |
| 3Y | +70.0% | +119.6% | -49.6% | +32.1% |
| 5Y | +36.6% | +46.2% | -9.6% | +16.2% |
| 10Y | +121.0% | +261.5% | -140.5% | +28.5% |
| All | +117.9% | +581.4% | -463.5% | -0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling