+78.9%
IEMG vs USAR
+74.5%
+4.4%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +2.8% | +2.3% | +0.5% | +2.7% |
| 30D | +4.6% | -8.6% | +13.3% | +4.9% |
| 3M | +5.5% | -20.5% | +26.0% | +6.0% |
| 6M | +19.7% | +1.2% | +18.5% | +19.6% |
| YTD | +25.5% | +48.4% | -22.9% | +25.0% |
| 1Y | +35.5% | +30.6% | +4.9% | +35.1% |
| 3Y | +88.0% | +73.6% | +14.3% | +88.6% |
| All | +78.9% | +74.5% | +4.4% | +83.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling