+48.3%
IEMG vs Z
-64.7%
+113.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.0% | -2.8% | +0.7% |
| 7D | -1.3% | -6.0% | +4.8% | -0.5% |
| 30D | +1.9% | -2.3% | +4.2% | +2.0% |
| 3M | +1.4% | -0.6% | +2.0% | +0.9% |
| 6M | +15.2% | -27.6% | +42.8% | +19.7% |
| YTD | +23.8% | -52.4% | +76.2% | +36.0% |
| 1Y | +30.7% | -63.6% | +94.3% | +49.0% |
| 3Y | +83.3% | -36.4% | +119.7% | +86.6% |
| All | +48.3% | -64.7% | +113.0% | +46.6% |
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