+316.4%
ARM vs IEMG
+83.1%
+233.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +3.0% | +1.7% |
| 7D | +5.0% | -1.3% | +6.3% | +7.9% |
| 30D | -2.6% | +1.9% | -4.5% | -6.1% |
| 3M | -22.6% | +1.4% | -24.0% | -23.1% |
| 6M | +120.5% | +15.2% | +105.3% | +77.4% |
| YTD | +142.2% | +23.8% | +118.4% | +66.4% |
| 1Y | +71.2% | +30.7% | +40.5% | +6.2% |
| All | +316.4% | +83.1% | +233.3% | +34.3% |
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