+76.5%
IEMG vs USAR
+53.8%
+22.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.2% | +1.3% |
| 7D | -1.3% | -11.6% | +10.4% | -0.8% |
| 30D | +1.9% | -15.5% | +17.4% | +2.5% |
| 3M | +1.4% | -31.0% | +32.4% | +2.4% |
| 6M | +15.2% | -26.2% | +41.4% | +15.9% |
| YTD | +23.8% | +30.8% | -6.9% | +23.9% |
| 1Y | +30.7% | +7.1% | +23.6% | +30.9% |
| 3Y | +83.3% | +53.0% | +30.3% | +84.8% |
| All | +76.5% | +53.8% | +22.7% | +81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 10y: compounded portfolio wealth divided by compounded USAR 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…
10y analysis · Full analysis span regression · 6 months rolling