+111.8%
IEMG vs USB
+183.6%
-71.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.3% |
| 7D | -2.8% | 0.0% | -2.8% | -2.7% |
| 30D | -12.0% | +5.8% | -17.8% | -13.7% |
| 3M | -9.0% | -6.0% | -3.0% | -7.3% |
| 6M | -11.8% | +7.8% | -19.6% | -14.5% |
| YTD | +8.3% | +14.6% | -6.3% | +2.6% |
| 1Y | +9.6% | +31.8% | -22.1% | -1.1% |
| 3Y | +62.3% | +91.5% | -29.2% | +25.2% |
| 5Y | +33.5% | +22.0% | +11.5% | +18.5% |
| 10Y | +116.7% | +96.1% | +20.7% | +42.5% |
| All | +111.8% | +183.6% | -71.8% | +13.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling