+365.7%
ALAB vs IEMG
+75.3%
+290.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.1% | -7.0% | -7.1% |
| 7D | +3.2% | +2.8% | +0.4% | -2.2% |
| 30D | -13.6% | +4.6% | -18.2% | -20.9% |
| 3M | -16.6% | +5.5% | -22.1% | -20.9% |
| 6M | +142.3% | +19.7% | +122.6% | +80.2% |
| YTD | +73.6% | +25.5% | +48.1% | +16.1% |
| 1Y | +33.7% | +35.5% | -1.9% | -22.0% |
| All | +365.7% | +75.3% | +290.3% | +72.7% |
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 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