+83.3%
IEMG vs S
+15.4%
+67.9%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.2% |
| 7D | -1.3% | -0.7% | -0.6% | -1.2% |
| 30D | +1.9% | -11.4% | +13.3% | +2.9% |
| 3M | +1.4% | +33.8% | -32.4% | -2.2% |
| 6M | +15.2% | +39.5% | -24.3% | +10.2% |
| YTD | +23.8% | +31.7% | -7.8% | +19.0% |
| 1Y | +30.7% | +7.0% | +23.7% | +28.2% |
| 3Y | +83.3% | +11.8% | +71.5% | +71.5% |
| All | +83.3% | +15.4% | +67.9% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 3y: compounded portfolio wealth divided by compounded S 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…
3y analysis · Full analysis span regression · 6 months rolling