+303.9%
PM vs IEMG
+143.9%
+160.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -1.3% | +2.8% | -4.1% | -2.4% |
| 30D | -2.6% | +4.6% | -7.2% | -4.4% |
| 3M | +5.8% | +5.5% | +0.3% | +2.6% |
| 6M | +10.6% | +19.7% | -9.1% | +0.6% |
| YTD | +17.2% | +25.5% | -8.4% | +4.3% |
| 1Y | +17.6% | +35.5% | -17.9% | +0.8% |
| 3Y | +124.3% | +88.0% | +36.3% | +62.8% |
| 5Y | +125.1% | +50.6% | +74.5% | +80.1% |
| 10Y | +198.6% | +138.4% | +60.3% | +81.9% |
| All | +303.9% | +143.9% | +160.0% | +133.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling