+118.4%
IEMG vs USB
+188.5%
-70.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | +5.3% | +1.2% | +4.1% | +4.9% |
| 30D | -7.2% | +6.3% | -13.5% | -9.1% |
| 3M | -8.1% | -6.1% | -2.0% | -6.3% |
| 6M | -6.7% | +13.0% | -19.7% | -11.0% |
| YTD | +11.6% | +16.6% | -4.9% | +5.2% |
| 1Y | +11.4% | +31.1% | -19.7% | +0.7% |
| 3Y | +69.3% | +100.9% | -31.6% | +28.4% |
| 5Y | +34.9% | +24.5% | +10.4% | +18.9% |
| 10Y | +132.1% | +82.9% | +49.2% | +60.1% |
| All | +118.4% | +188.5% | -70.0% | +16.2% |
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