+138.3%
ADI vs IEMG
+48.5%
+89.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.2% | +3.6% | +3.6% |
| 7D | +4.6% | -1.3% | +5.9% | +6.0% |
| 30D | -1.2% | +1.9% | -3.1% | -3.1% |
| 3M | -7.8% | +1.4% | -9.2% | -8.8% |
| 6M | +19.3% | +15.2% | +4.2% | +2.5% |
| YTD | +40.9% | +23.8% | +17.1% | +11.5% |
| 1Y | +54.5% | +30.7% | +23.8% | +15.4% |
| 3Y | +123.4% | +83.3% | +40.1% | +16.6% |
| All | +138.3% | +48.5% | +89.8% | +50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling