+42.4%
ARM vs IEMG
+11.1%
+31.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | +1.1% |
| 7D | +19.8% | +5.3% | +14.5% | +8.3% |
| 30D | -21.8% | -7.2% | -14.6% | -7.2% |
| 3M | -26.5% | -8.1% | -18.4% | -9.6% |
| 6M | -3.9% | -6.7% | +2.8% | +20.0% |
| YTD | +82.8% | +11.6% | +71.1% | +68.9% |
| All | +42.4% | +11.1% | +31.3% | +30.1% |
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