+59.3%
IEMG vs ZYBT
-62.3%
+121.6%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -8.4% | +5.8% | -2.6% |
| 7D | -3.9% | -11.8% | +7.9% | -3.9% |
| 30D | -1.0% | -9.0% | +8.0% | -1.0% |
| 3M | -1.8% | +71.1% | -72.9% | -2.5% |
| 6M | +16.2% | +81.1% | -64.9% | +14.9% |
| YTD | +20.6% | +23.5% | -2.9% | +19.8% |
| 1Y | +27.3% | -84.8% | +112.0% | +30.0% |
| All | +59.3% | -62.3% | +121.6% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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