+87.7%
ARM vs IEMG
+34.4%
+53.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.6% | +2.1% |
| 7D | +12.5% | +1.6% | +10.9% | +9.1% |
| 30D | -1.4% | +4.6% | -6.0% | -9.8% |
| 3M | -18.7% | +4.8% | -23.5% | -24.0% |
| 6M | +124.6% | +16.8% | +107.8% | +81.6% |
| YTD | +141.7% | +24.8% | +116.9% | +62.5% |
| 1Y | +87.7% | +34.3% | +53.4% | +3.7% |
| All | +87.7% | +34.4% | +53.3% | +3.7% |
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