+34.7%
IEMG vs Z
-53.4%
+88.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -0.9% |
| 7D | +2.7% | +0.8% | +1.9% | +2.6% |
| 30D | -5.7% | +5.2% | -10.9% | -6.7% |
| 3M | -8.8% | -17.0% | +8.3% | -6.9% |
| 6M | -8.9% | -22.7% | +13.8% | -6.4% |
| YTD | +11.2% | -56.3% | +67.5% | +24.1% |
| 1Y | +12.2% | -57.7% | +69.9% | +25.6% |
| 3Y | +68.5% | -16.5% | +85.1% | +61.9% |
| All | +34.7% | -53.4% | +88.2% | +34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling