+382.3%
APP vs IEMG
+45.2%
+337.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.0% | +5.1% | +5.8% |
| 7D | +0.3% | -0.9% | +1.2% | +1.3% |
| 30D | -1.3% | +2.1% | -3.4% | -4.4% |
| 3M | -36.2% | +4.6% | -40.8% | -41.1% |
| 6M | -34.1% | +14.0% | -48.2% | -48.7% |
| YTD | -53.3% | +22.3% | -75.7% | -67.6% |
| 1Y | -44.5% | +30.7% | -75.2% | -65.4% |
| 3Y | +646.7% | +83.2% | +563.4% | +170.7% |
| 5Y | +306.4% | +47.0% | +259.4% | +116.4% |
| All | +382.3% | +45.2% | +337.1% | +149.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling