+62.3%
IEMG vs USB
+89.5%
-27.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.2% |
| 7D | -2.8% | 0.0% | -2.8% | -2.7% |
| 30D | -12.0% | +5.8% | -17.8% | -13.1% |
| 3M | -9.0% | -6.0% | -3.0% | -7.8% |
| 6M | -11.8% | +7.8% | -19.6% | -13.7% |
| YTD | +8.3% | +14.6% | -6.3% | +4.2% |
| 1Y | +9.6% | +31.8% | -22.1% | +2.0% |
| 3Y | +62.3% | +91.5% | -29.2% | +32.4% |
| All | +62.3% | +89.5% | -27.2% | +32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling