+30.7%
IEMG vs USAR
+13.1%
+17.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.2% | +1.5% |
| 7D | -1.3% | -11.6% | +10.4% | -0.2% |
| 30D | +1.9% | -15.5% | +17.4% | +3.3% |
| 3M | +1.4% | -31.0% | +32.4% | +4.1% |
| 6M | +15.2% | -26.2% | +41.4% | +16.9% |
| YTD | +23.8% | +30.8% | -6.9% | +23.5% |
| 1Y | +30.7% | +7.1% | +23.6% | +32.3% |
| All | +30.7% | +13.1% | +17.6% | +32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling