+145.6%
IEMG vs SPY
+584.4%
-438.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.5% |
| 7D | +2.8% | +0.5% | +2.2% | +2.3% |
| 30D | +4.6% | -0.9% | +5.6% | +5.5% |
| 3M | +5.5% | +3.9% | +1.6% | +2.2% |
| 6M | +19.7% | +14.5% | +5.2% | +7.0% |
| YTD | +25.5% | +12.9% | +12.6% | +13.6% |
| 1Y | +35.5% | +19.4% | +16.2% | +17.0% |
| 3Y | +88.0% | +78.5% | +9.5% | +12.6% |
| 5Y | +50.6% | +81.8% | -31.2% | -12.5% |
| 10Y | +138.4% | +311.5% | -173.2% | -40.1% |
| All | +145.6% | +584.4% | -438.8% | -62.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling