+19.3%
ARM vs IEMG
+13.6%
+5.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.9% | -6.2% | -7.1% |
| 7D | -18.7% | -3.1% | -15.6% | -13.1% |
| 30D | -36.7% | -10.3% | -26.3% | -20.2% |
| 3M | -31.6% | -6.6% | -25.0% | -19.6% |
| 6M | -5.6% | -3.9% | -1.8% | +11.5% |
| YTD | +75.5% | +12.4% | +63.1% | +56.6% |
| 1Y | +19.3% | +13.9% | +5.4% | +4.4% |
| All | +19.3% | +13.6% | +5.7% | +4.4% |
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