+47.0%
IEMG vs S
-70.4%
+117.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -2.2% |
| 7D | -0.9% | +0.1% | -0.9% | -0.9% |
| 30D | +2.1% | -11.8% | +13.9% | +3.2% |
| 3M | +4.6% | +33.9% | -29.3% | +1.0% |
| 6M | +14.0% | +40.1% | -26.1% | +9.2% |
| YTD | +22.3% | +32.1% | -9.7% | +17.6% |
| 1Y | +30.7% | +11.0% | +19.6% | +27.6% |
| 3Y | +83.2% | +16.9% | +66.3% | +73.5% |
| 5Y | +47.0% | -68.9% | +115.9% | +49.2% |
| All | +47.0% | -70.4% | +117.4% | +49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling