+47.0%
IEMG vs SPY
+79.8%
-32.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.5% |
| 7D | -0.9% | -2.0% | +1.1% | +0.7% |
| 30D | +2.1% | -1.7% | +3.8% | +3.4% |
| 3M | +4.6% | +4.7% | -0.1% | +1.2% |
| 6M | +14.0% | +12.5% | +1.5% | +5.2% |
| YTD | +22.3% | +11.7% | +10.6% | +13.4% |
| 1Y | +30.7% | +17.5% | +13.2% | +17.1% |
| 3Y | +83.2% | +76.6% | +6.6% | +22.7% |
| 5Y | +47.0% | +82.0% | -35.0% | -4.1% |
| All | +47.0% | +79.8% | -32.8% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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