+13.9%
IEMG vs RUN
-53.7%
+67.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.7% |
| 7D | -3.1% | +18.5% | -21.6% | -5.2% |
| 30D | -10.3% | +15.5% | -25.8% | -12.2% |
| 3M | -6.6% | -20.3% | +13.7% | -4.3% |
| 6M | -3.9% | -30.8% | +26.9% | -0.1% |
| YTD | +12.4% | -52.2% | +64.6% | +17.2% |
| 1Y | +13.9% | -53.9% | +67.8% | +18.6% |
| All | +13.9% | -53.7% | +67.6% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 1y: compounded portfolio wealth divided by compounded RUN 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…
1y analysis · Full analysis span regression · 6 months rolling