+199.6%
ARM vs IEMG
+64.4%
+135.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -3.8% |
| 7D | +9.1% | +2.7% | +6.4% | +3.8% |
| 30D | -19.9% | -5.7% | -14.2% | -8.1% |
| 3M | -31.6% | -8.8% | -22.8% | -14.6% |
| 6M | -13.9% | -8.9% | -5.0% | +12.1% |
| YTD | +74.3% | +11.2% | +63.1% | +54.1% |
| 1Y | +35.8% | +12.2% | +23.6% | +17.8% |
| 3Y | +268.6% | +68.5% | +200.1% | +49.2% |
| All | +199.6% | +64.4% | +135.2% | +24.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling