+137.3%
IEMG vs USB
+109.3%
+28.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +1.9% | +1.7% |
| 7D | +2.2% | +1.4% | +0.8% | +1.8% |
| 30D | +4.6% | -1.3% | +5.9% | +5.0% |
| 3M | +0.4% | +15.2% | -14.9% | -4.1% |
| 6M | +16.4% | +18.8% | -2.5% | +10.0% |
| YTD | +25.4% | +21.0% | +4.4% | +17.7% |
| 1Y | +38.3% | +34.0% | +4.3% | +25.5% |
| 3Y | +84.1% | +95.3% | -11.2% | +44.8% |
| 5Y | +49.0% | +40.4% | +8.6% | +28.0% |
| All | +137.3% | +109.3% | +28.0% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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