+48.3%
IEMG vs RUN
-81.0%
+129.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.3% |
| 7D | -1.3% | -3.7% | +2.4% | -1.0% |
| 30D | +1.9% | -13.0% | +14.9% | +3.0% |
| 3M | +1.4% | -31.8% | +33.2% | +4.2% |
| 6M | +15.2% | -32.2% | +47.4% | +18.1% |
| YTD | +23.8% | -53.5% | +77.3% | +29.2% |
| 1Y | +30.7% | -46.5% | +77.2% | +34.3% |
| 3Y | +83.3% | -37.6% | +120.9% | +70.7% |
| All | +48.3% | -81.0% | +129.3% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling