+81.1%
IEMG vs Z
-39.0%
+120.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.8% | -1.7% |
| 7D | -0.9% | -11.6% | +10.7% | +0.4% |
| 30D | +2.1% | -8.5% | +10.6% | +2.9% |
| 3M | +4.6% | -7.9% | +12.5% | +5.1% |
| 6M | +14.0% | -29.1% | +43.1% | +18.3% |
| YTD | +22.3% | -54.2% | +76.5% | +33.6% |
| 1Y | +30.7% | -63.5% | +94.2% | +47.0% |
| All | +81.1% | -39.0% | +120.0% | +84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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