+261.2%
ARM vs IEMG
+68.4%
+192.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.9% | +3.8% | +0.7% |
| 7D | -5.3% | -0.1% | -5.2% | -4.4% |
| 30D | -30.0% | -8.8% | -21.3% | -14.2% |
| 3M | -34.1% | -7.2% | -26.9% | -20.8% |
| 6M | -12.6% | -9.8% | -2.8% | +15.5% |
| YTD | +70.4% | +11.4% | +59.1% | +49.2% |
| 1Y | +22.3% | +13.2% | +9.1% | +3.5% |
| 3Y | +261.2% | +70.0% | +191.1% | +40.7% |
| All | +261.2% | +68.4% | +192.8% | +40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling