+96.2%
IEMG vs ROKU
+875.4%
-779.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.1% |
| 7D | -0.9% | -2.6% | +1.8% | -0.6% |
| 30D | +2.1% | +2.1% | 0.0% | +1.9% |
| 3M | +4.6% | +31.8% | -27.2% | +1.7% |
| 6M | +14.0% | +53.3% | -39.2% | +9.2% |
| YTD | +22.3% | +42.1% | -19.7% | +17.8% |
| 1Y | +30.7% | +62.3% | -31.7% | +24.1% |
| 3Y | +83.2% | +84.6% | -1.4% | +66.9% |
| 5Y | +47.0% | -53.1% | +100.0% | +41.9% |
| All | +96.2% | +875.4% | -779.2% | +66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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