+142.3%
IEMG vs SONY
+966.7%
-824.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.7% |
| 7D | -1.3% | -2.7% | +1.4% | -0.5% |
| 30D | +1.9% | +1.5% | +0.4% | +1.3% |
| 3M | +1.4% | +13.0% | -11.6% | -2.9% |
| 6M | +15.2% | +11.2% | +4.0% | +10.6% |
| YTD | +23.8% | -6.6% | +30.5% | +25.3% |
| 1Y | +30.7% | -18.1% | +48.8% | +37.3% |
| 3Y | +83.3% | +42.1% | +41.2% | +58.5% |
| 5Y | +48.8% | +11.0% | +37.7% | +36.7% |
| 10Y | +142.8% | +289.2% | -146.4% | +54.1% |
| All | +142.3% | +966.7% | -824.4% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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