-32.7%
APP vs IEMG
+11.3%
-44.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.4% | -2.1% |
| 7D | +10.6% | +5.3% | +5.3% | +8.2% |
| 30D | +44.6% | -7.2% | +51.8% | +51.1% |
| 3M | +29.6% | -8.1% | +37.7% | +36.2% |
| 6M | -19.8% | -6.7% | -13.1% | -17.7% |
| YTD | -41.6% | +11.6% | -53.2% | -49.1% |
| 1Y | -32.7% | +11.4% | -44.1% | -41.0% |
| All | -32.7% | +11.3% | -44.0% | -41.0% |
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 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