-30.7%
APLD vs IEMG
+10.7%
-41.4%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -7.8% |
| 3M | -47.8% | -8.8% | -39.1% | -33.5% |
| 6M | -64.9% | -8.9% | -56.0% | -55.3% |
| YTD | -34.9% | +11.2% | -46.1% | -61.6% |
| 1Y | -30.7% | +12.2% | -43.0% | -61.8% |
| All | -30.7% | +10.7% | -41.4% | -61.8% |
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