+48.3%
IEMG vs SPXU
-86.1%
+134.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +0.6% |
| 7D | -1.3% | +2.5% | -3.8% | -0.6% |
| 30D | +1.9% | +4.2% | -2.3% | +3.1% |
| 3M | +1.4% | -9.3% | +10.7% | -0.4% |
| 6M | +15.2% | -30.7% | +45.9% | +7.2% |
| YTD | +23.8% | -28.1% | +52.0% | +16.8% |
| 1Y | +30.7% | -35.2% | +65.9% | +21.0% |
| 3Y | +83.3% | -79.9% | +163.2% | +37.6% |
| All | +48.3% | -86.1% | +134.4% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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