+140.8%
IEMG vs ZBH
-16.2%
+157.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.9% |
| 7D | -1.3% | -4.7% | +3.4% | -0.1% |
| 30D | +1.9% | -4.5% | +6.4% | +3.0% |
| 3M | +1.4% | +7.6% | -6.2% | -1.1% |
| 6M | +15.2% | +0.3% | +14.9% | +14.1% |
| YTD | +23.8% | +4.5% | +19.3% | +21.0% |
| 1Y | +30.7% | -9.4% | +40.0% | +32.0% |
| 3Y | +83.3% | -21.5% | +104.8% | +90.3% |
| 5Y | +48.8% | -28.4% | +77.2% | +56.2% |
| All | +140.8% | -16.2% | +157.0% | +123.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 10y: compounded portfolio wealth divided by compounded ZBH 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…
10y analysis · Full analysis span regression · 6 months rolling