-19.3%
ISRG vs IEMG
+38.7%
-58.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.2% |
| 7D | -1.6% | +2.2% | -3.8% | -2.1% |
| 30D | -2.3% | +4.6% | -6.9% | -3.3% |
| 3M | -12.4% | +0.4% | -12.8% | -12.7% |
| 6M | -26.8% | +16.4% | -43.2% | -32.3% |
| YTD | -35.3% | +25.4% | -60.7% | -42.8% |
| 1Y | -19.3% | +38.3% | -57.6% | -30.8% |
| All | -19.3% | +38.7% | -58.1% | -30.8% |
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