+459.6%
APLD vs IEMG
+71.7%
+387.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -2.9% |
| 7D | +9.0% | +1.6% | +7.3% | +5.1% |
| 30D | -6.6% | +4.6% | -11.2% | -15.3% |
| 3M | -35.2% | +4.8% | -40.1% | -41.1% |
| 6M | +0.4% | +16.8% | -16.4% | -28.4% |
| YTD | +10.7% | +24.8% | -14.2% | -31.3% |
| 1Y | +78.6% | +34.3% | +44.2% | -6.3% |
| 3Y | +423.9% | +87.0% | +337.0% | +37.8% |
| All | +459.6% | +71.7% | +387.9% | +107.0% |
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 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