+154.2%
IEMG vs Z
+17.0%
+137.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.4% | +6.5% | +1.0% |
| 7D | +2.8% | -3.3% | +6.0% | +3.2% |
| 30D | +4.6% | -3.7% | +8.4% | +5.0% |
| 3M | +5.5% | -7.0% | +12.5% | +5.9% |
| 6M | +19.7% | -29.5% | +49.2% | +25.1% |
| YTD | +25.5% | -52.6% | +78.1% | +38.5% |
| 1Y | +35.5% | -64.0% | +99.5% | +55.5% |
| 3Y | +88.0% | -36.4% | +124.4% | +91.8% |
| 5Y | +50.6% | -65.8% | +116.3% | +60.6% |
| 10Y | +138.4% | -5.8% | +144.2% | +96.8% |
| All | +154.2% | +17.0% | +137.1% | +98.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling