+151.4%
IEMG vs RUN
-32.6%
+184.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.0% | -0.1% |
| 7D | +1.6% | -1.8% | +3.4% | +1.8% |
| 30D | +4.6% | -10.8% | +15.5% | +5.7% |
| 3M | +4.8% | -30.2% | +35.0% | +8.1% |
| 6M | +16.8% | -22.3% | +39.2% | +18.9% |
| YTD | +24.8% | -52.2% | +77.0% | +31.2% |
| 1Y | +34.3% | -45.1% | +79.4% | +38.4% |
| 3Y | +87.0% | -37.1% | +124.1% | +70.6% |
| 5Y | +49.9% | -80.3% | +130.2% | +46.1% |
| 10Y | +144.8% | +45.2% | +99.6% | +77.3% |
| All | +151.4% | -32.6% | +184.1% | +86.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling