-10.5%
ISRG vs IEMG
+13.6%
-24.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.9% | +8.5% | +9.2% |
| 7D | +8.5% | -3.1% | +11.6% | +9.1% |
| 30D | +18.6% | -10.3% | +28.9% | +20.8% |
| 3M | +30.9% | -6.6% | +37.5% | +32.1% |
| 6M | +6.6% | -3.9% | +10.4% | +4.5% |
| YTD | -14.9% | +12.4% | -27.3% | -23.0% |
| 1Y | -10.5% | +13.9% | -24.4% | -20.0% |
| All | -10.5% | +13.6% | -24.1% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 1y: compounded portfolio wealth divided by compounded IEMG 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…
1y analysis · Full analysis span regression · 6 months rolling