+229.3%
APLD vs IEMG
+52.9%
+176.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.4% | -5.4% | -4.8% |
| 7D | +2.7% | +2.7% | 0.0% | -3.0% |
| 30D | -21.4% | -5.7% | -15.7% | -7.6% |
| 3M | -47.8% | -8.8% | -39.1% | -33.2% |
| 6M | -64.9% | -8.9% | -56.0% | -54.4% |
| YTD | -34.9% | +11.2% | -46.1% | -45.6% |
| 1Y | -30.7% | +12.2% | -43.0% | -42.9% |
| 3Y | +305.3% | +68.5% | +236.8% | +38.4% |
| All | +229.3% | +52.9% | +176.3% | +64.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling